+301.6%
CHTR vs SRE
+404.5%
-102.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.2% | +6.2% | +5.4% |
| 7D | -7.1% | -0.7% | -6.5% | -7.0% |
| 30D | -10.9% | -1.7% | -9.1% | -10.6% |
| 3M | +2.0% | -7.1% | +9.1% | +4.4% |
| 6M | -35.9% | -8.4% | -27.5% | -34.1% |
| YTD | -32.7% | -3.5% | -29.2% | -32.3% |
| 1Y | -46.6% | +5.4% | -51.9% | -48.1% |
| 3Y | -66.7% | +29.5% | -96.2% | -70.8% |
| 5Y | -82.1% | +48.3% | -130.5% | -85.2% |
| 10Y | -46.8% | +123.5% | -170.2% | -64.6% |
| All | +301.6% | +404.5% | -102.9% | +54.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling