-66.6%
CHTR vs SONY
+42.2%
-108.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +3.2% |
| 7D | -4.1% | -2.7% | -1.4% | -3.2% |
| 30D | -3.0% | +1.5% | -4.5% | -3.4% |
| 3M | +4.8% | +13.0% | -8.2% | +0.8% |
| 6M | -35.0% | +11.2% | -46.2% | -37.5% |
| YTD | -30.2% | -6.6% | -23.5% | -29.0% |
| 1Y | -44.8% | -18.1% | -26.6% | -41.6% |
| 3Y | -66.6% | +42.1% | -108.6% | -71.3% |
| All | -66.6% | +42.2% | -108.8% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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