-66.6%
CHTR vs SRE
+28.3%
-94.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +4.0% |
| 7D | -4.1% | -0.8% | -3.3% | -3.9% |
| 30D | -3.0% | -3.0% | 0.0% | -2.2% |
| 3M | +4.8% | -8.3% | +13.1% | +7.6% |
| 6M | -35.0% | -8.9% | -26.1% | -33.2% |
| YTD | -30.2% | -4.3% | -25.9% | -29.6% |
| 1Y | -44.8% | +2.7% | -47.5% | -45.9% |
| 3Y | -66.6% | +28.7% | -95.2% | -72.6% |
| All | -66.6% | +28.3% | -94.8% | -72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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