+316.5%
CHTR vs SU
+205.6%
+110.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.9% | +3.7% |
| 7D | -4.1% | +2.2% | -6.3% | -4.5% |
| 30D | -3.0% | +8.4% | -11.4% | -4.4% |
| 3M | +4.8% | +12.1% | -7.3% | +2.5% |
| 6M | -35.0% | +19.7% | -54.7% | -37.3% |
| YTD | -30.2% | +58.4% | -88.6% | -35.9% |
| 1Y | -44.8% | +67.2% | -112.0% | -49.8% |
| 3Y | -66.6% | +125.0% | -191.6% | -71.4% |
| 5Y | -81.5% | +355.1% | -436.5% | -86.3% |
| 10Y | -44.8% | +263.7% | -308.5% | -60.1% |
| All | +316.5% | +205.6% | +110.9% | +177.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 all: compounded portfolio wealth divided by compounded SU 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…
all analysis · Full analysis span regression · 6 months rolling