-35.9%
CHTR vs SYY
-1.1%
-34.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.9% | +4.1% | +5.0% |
| 7D | -7.1% | +1.5% | -8.7% | -7.1% |
| 30D | -10.9% | -2.3% | -8.5% | -10.7% |
| 3M | +2.0% | +5.5% | -3.5% | +1.9% |
| 6M | -35.9% | -1.0% | -35.0% | -36.0% |
| All | -35.9% | -1.1% | -34.8% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 6mo: compounded portfolio wealth divided by compounded SYY 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…
6mo analysis · Full analysis span regression · 6 months rolling