-54.7%
CHTR vs SEI
+644.4%
-699.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.1% | -1.4% | +3.4% |
| 7D | -4.1% | +22.6% | -26.7% | -5.4% |
| 30D | -3.0% | +9.1% | -12.1% | -3.7% |
| 3M | +4.8% | -11.3% | +16.1% | +4.9% |
| 6M | -35.0% | +22.0% | -57.0% | -37.0% |
| YTD | -30.2% | +47.3% | -77.4% | -33.7% |
| 1Y | -44.8% | +124.8% | -169.5% | -49.8% |
| 3Y | -66.6% | +591.3% | -657.8% | -74.4% |
| 5Y | -81.5% | +1,008.2% | -1,089.7% | -86.9% |
| All | -54.7% | +644.4% | -699.1% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SEI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling