-66.6%
CHTR vs SIRI
-22.6%
-44.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +3.5% |
| 7D | -4.1% | +0.6% | -4.6% | -4.2% |
| 30D | -3.0% | +2.5% | -5.5% | -3.6% |
| 3M | +4.8% | +6.6% | -1.9% | +3.1% |
| 6M | -35.0% | +32.9% | -67.9% | -38.8% |
| YTD | -30.2% | +50.5% | -80.6% | -36.0% |
| 1Y | -44.8% | +28.0% | -72.7% | -47.8% |
| 3Y | -66.6% | -22.4% | -44.1% | -66.2% |
| All | -66.6% | -22.6% | -44.0% | -66.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling