+171.9%
SAP vs CHTR
-44.7%
+216.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | -0.6% |
| 7D | -4.1% | -4.1% | 0.0% | -3.4% |
| 30D | +1.1% | -3.0% | +4.0% | +1.3% |
| 3M | +26.1% | +4.8% | +21.3% | +24.0% |
| 6M | +9.8% | -35.0% | +44.8% | +16.6% |
| YTD | -13.6% | -30.2% | +16.6% | -10.0% |
| 1Y | -18.7% | -44.8% | +26.1% | -10.8% |
| 3Y | +54.1% | -66.6% | +120.7% | +84.9% |
| 5Y | +54.7% | -81.5% | +136.2% | +117.4% |
| All | +171.9% | -44.7% | +216.6% | +179.2% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling