-66.6%
CHTR vs SSNC
+49.3%
-115.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +2.7% |
| 7D | -4.1% | -4.0% | -0.1% | -1.8% |
| 30D | -3.0% | +0.5% | -3.5% | -3.1% |
| 3M | +4.8% | +18.9% | -14.2% | -4.7% |
| 6M | -35.0% | +10.8% | -45.9% | -38.3% |
| YTD | -30.2% | -7.1% | -23.0% | -27.1% |
| 1Y | -44.8% | -9.6% | -35.2% | -41.4% |
| 3Y | -66.6% | +51.1% | -117.6% | -77.1% |
| All | -66.6% | +49.3% | -115.8% | -77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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