-45.6%
CHTR vs SN
+156.5%
-202.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.1% | +1.6% | +5.2% |
| 7D | +14.1% | +10.6% | +3.5% | +12.8% |
| 30D | +11.6% | +20.0% | -8.4% | +9.4% |
| 3M | -21.4% | +30.4% | -51.8% | -23.5% |
| 6M | -27.3% | +91.0% | -118.3% | -31.4% |
| YTD | -42.4% | +95.9% | -138.3% | -46.0% |
| 1Y | -45.6% | +158.9% | -204.5% | -49.8% |
| All | -45.6% | +156.5% | -202.0% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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