+301.6%
CHTR vs SONY
+350.2%
-48.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.3% | +4.6% | +4.9% |
| 7D | -7.1% | -5.8% | -1.4% | -5.7% |
| 30D | -10.9% | -0.4% | -10.5% | -10.8% |
| 3M | +2.0% | +13.3% | -11.3% | -1.3% |
| 6M | -35.9% | +8.5% | -44.4% | -37.6% |
| YTD | -32.7% | -8.1% | -24.5% | -31.5% |
| 1Y | -46.6% | -17.9% | -28.6% | -44.1% |
| 3Y | -66.7% | +41.4% | -108.2% | -70.2% |
| 5Y | -82.1% | +9.3% | -91.4% | -83.2% |
| 10Y | -46.8% | +283.0% | -329.8% | -63.1% |
| All | +301.6% | +350.2% | -48.6% | +155.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling