-65.3%
CHTR vs SN
+453.9%
-519.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.0% | +9.0% | +5.4% |
| 7D | -7.1% | -7.2% | +0.1% | -6.5% |
| 30D | -10.9% | -13.4% | +2.5% | -9.6% |
| 3M | +2.0% | +26.8% | -24.8% | -0.2% |
| 6M | -35.9% | +44.6% | -80.5% | -38.2% |
| YTD | -32.7% | +45.3% | -78.0% | -35.3% |
| 1Y | -46.6% | +40.1% | -86.7% | -48.6% |
| 3Y | -66.7% | +375.3% | -442.0% | -70.9% |
| All | -65.3% | +453.9% | -519.2% | -69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling