-19.5%
SAP vs CHTR
-41.9%
+22.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | -2.9% | -1.1% | -1.8% | -2.9% |
| 30D | +9.0% | -0.8% | +9.8% | +8.9% |
| 3M | +14.9% | +17.8% | -2.8% | +13.8% |
| 6M | +11.9% | -34.5% | +46.4% | +7.1% |
| YTD | -9.9% | -27.2% | +17.3% | -12.0% |
| 1Y | -19.5% | -41.4% | +21.9% | -19.1% |
| All | -19.5% | -41.9% | +22.4% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 1y: compounded portfolio wealth divided by compounded CHTR 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…
1y analysis · Full analysis span regression · 6 months rolling