-18.8%
SAP vs CHTR
-46.4%
+27.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.0% | -6.5% | -1.8% |
| 7D | -5.1% | -7.1% | +2.0% | -4.7% |
| 30D | -1.8% | -10.9% | +9.1% | -1.2% |
| 3M | +20.9% | +2.0% | +18.9% | +20.2% |
| 6M | +7.0% | -35.9% | +42.9% | +2.4% |
| YTD | -13.7% | -32.7% | +18.9% | -15.3% |
| All | -18.8% | -46.4% | +27.5% | -18.4% |
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