-44.1%
CHTR vs SNY
+1.8%
-45.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.2% | +5.8% | +5.4% |
| 7D | +15.5% | +8.8% | +6.7% | +9.3% |
| 30D | +15.9% | +18.6% | -2.7% | +3.9% |
| 3M | -17.8% | +9.7% | -27.5% | -22.3% |
| 6M | -20.5% | +8.2% | -28.6% | -24.0% |
| YTD | -39.7% | +2.2% | -41.9% | -41.5% |
| 1Y | -44.1% | +1.0% | -45.1% | -45.7% |
| All | -44.1% | +1.8% | -45.9% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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