-44.1%
CHTR vs SIRI
+59.1%
-103.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.5% | +5.2% | +5.0% |
| 7D | +15.5% | +15.9% | -0.4% | +4.9% |
| 30D | +15.9% | +26.0% | -10.2% | -0.3% |
| 3M | -17.8% | +9.2% | -27.0% | -23.0% |
| 6M | -20.5% | +28.3% | -48.7% | -32.5% |
| YTD | -39.7% | +71.5% | -111.2% | -54.3% |
| 1Y | -44.1% | +55.0% | -99.1% | -55.1% |
| All | -44.1% | +59.1% | -103.2% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 1y: compounded portfolio wealth divided by compounded SIRI 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…
1y analysis · Full analysis span regression · 6 months rolling