-82.1%
CHTR vs STZ
-37.5%
-44.6%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.9% | +3.1% | +4.3% |
| 7D | -7.1% | -4.1% | -3.1% | -5.6% |
| 30D | -10.9% | -7.6% | -3.3% | -8.1% |
| 3M | +2.0% | -12.3% | +14.3% | +7.0% |
| 6M | -35.9% | -16.3% | -19.6% | -31.5% |
| YTD | -32.7% | -8.4% | -24.3% | -31.0% |
| 1Y | -46.6% | -10.8% | -35.7% | -44.8% |
| 3Y | -66.7% | -49.0% | -17.7% | -57.5% |
| 5Y | -82.1% | -36.5% | -45.7% | -78.9% |
| All | -82.1% | -37.5% | -44.6% | -78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling