-69.3%
CHTR vs STZ
-49.9%
-19.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +0.5% | -8.6% | -8.3% |
| 7D | -15.8% | -6.0% | -9.7% | -13.9% |
| 30D | -12.7% | -8.9% | -3.8% | -9.6% |
| 3M | -1.1% | -12.6% | +11.5% | +3.5% |
| 6M | -39.9% | -17.2% | -22.7% | -35.8% |
| YTD | -35.9% | -10.0% | -25.8% | -33.9% |
| 1Y | -49.2% | -14.3% | -34.9% | -46.8% |
| All | -69.3% | -49.9% | -19.3% | -62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling