-45.9%
CHTR vs STZ
-11.3%
-34.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.1% | +4.8% | +4.1% |
| 7D | -4.1% | -4.5% | +0.4% | -2.7% |
| 30D | -3.0% | -8.6% | +5.6% | -0.1% |
| 3M | +4.8% | -13.8% | +18.5% | +9.6% |
| 6M | -35.0% | -17.2% | -17.9% | -31.1% |
| YTD | -30.2% | -9.4% | -20.8% | -28.4% |
| 1Y | -44.8% | -11.9% | -32.9% | -42.9% |
| 3Y | -66.6% | -49.6% | -17.0% | -59.4% |
| 5Y | -81.5% | -37.2% | -44.3% | -79.0% |
| All | -45.9% | -11.3% | -34.5% | -45.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling