-45.6%
CHTR vs STZ
+14.7%
-60.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.3% | +0.3% | +3.3% |
| 7D | +14.1% | +13.0% | +1.1% | +8.3% |
| 30D | +11.6% | +29.4% | -17.8% | +0.4% |
| 3M | -21.4% | +11.6% | -33.0% | -25.1% |
| 6M | -27.3% | -0.2% | -27.0% | -28.3% |
| YTD | -42.4% | +8.6% | -50.9% | -45.5% |
| 1Y | -45.6% | +15.9% | -61.5% | -51.4% |
| All | -45.6% | +14.7% | -60.3% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling