-81.6%
CHTR vs SNY
+9.4%
-91.1%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.7% |
| 7D | -4.1% | -3.3% | -0.8% | -3.2% |
| 30D | -3.0% | -2.2% | -0.8% | -2.4% |
| 3M | +4.8% | -3.0% | +7.8% | +5.7% |
| 6M | -35.0% | +2.7% | -37.8% | -35.2% |
| YTD | -30.2% | -6.8% | -23.3% | -29.0% |
| 1Y | -44.8% | -5.3% | -39.5% | -44.1% |
| 3Y | -66.6% | -9.8% | -56.8% | -66.4% |
| All | -81.6% | +9.4% | -91.1% | -82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling