-69.3%
CHTR vs SN
+368.4%
-437.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -3.3% | -4.8% | -7.7% |
| 7D | -15.8% | -3.4% | -12.4% | -15.4% |
| 30D | -12.7% | -9.1% | -3.6% | -11.6% |
| 3M | -1.1% | +31.8% | -32.9% | -4.2% |
| 6M | -39.9% | +52.0% | -91.9% | -42.9% |
| YTD | -35.9% | +51.3% | -87.2% | -39.2% |
| 1Y | -49.2% | +46.9% | -96.0% | -51.8% |
| All | -69.3% | +368.4% | -437.7% | -76.3% |
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