-44.8%
CHTR vs SN
+38.1%
-82.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.1% | +4.8% | +3.8% |
| 7D | -4.1% | -7.3% | +3.2% | -3.2% |
| 30D | -3.0% | -13.6% | +10.6% | -1.3% |
| 3M | +4.8% | +18.6% | -13.8% | +3.6% |
| 6M | -35.0% | +46.0% | -81.0% | -36.9% |
| YTD | -30.2% | +43.7% | -73.9% | -32.8% |
| 1Y | -44.8% | +39.2% | -83.9% | -49.5% |
| All | -44.8% | +38.1% | -82.9% | -49.5% |
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