-65.9%
CHTR vs SN
+440.0%
-506.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.8% | +1.5% | +4.0% |
| 7D | +17.2% | +1.5% | +15.7% | +17.0% |
| 30D | +31.6% | +21.5% | +10.1% | +28.6% |
| 3M | -11.6% | +20.0% | -31.6% | -13.5% |
| 6M | -3.3% | +119.9% | -123.2% | -11.6% |
| YTD | -33.7% | +102.3% | -136.0% | -39.2% |
| 1Y | -32.4% | +148.0% | -180.4% | -39.5% |
| 3Y | -65.9% | +450.0% | -515.9% | -73.4% |
| All | -65.9% | +440.0% | -506.0% | -73.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling