-53.1%
CHTR vs SNAP
-77.2%
+24.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.4% | +0.8% |
| 7D | -1.1% | +0.7% | -1.8% | -1.1% |
| 30D | -0.8% | +2.6% | -3.4% | -1.0% |
| 3M | +17.8% | -9.9% | +27.7% | +18.5% |
| 6M | -34.5% | +1.9% | -36.3% | -35.1% |
| YTD | -27.2% | -32.2% | +5.0% | -25.4% |
| 1Y | -41.4% | -22.8% | -18.6% | -40.9% |
| 3Y | -64.0% | -47.6% | -16.4% | -63.8% |
| 5Y | -81.3% | -92.7% | +11.4% | -79.2% |
| All | -53.1% | -77.2% | +24.1% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 all: compounded portfolio wealth divided by compounded SNAP 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…
all analysis · Full analysis span regression · 6 months rolling