+495.4%
SAP vs CHTR
+316.4%
+179.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | -0.7% |
| 7D | -0.3% | -0.3% | 0.0% | -0.4% |
| 30D | +2.6% | -4.5% | +7.1% | +3.3% |
| 3M | +16.3% | +10.2% | +6.0% | +12.9% |
| 6M | +6.4% | -37.2% | +43.6% | +15.2% |
| YTD | -11.4% | -30.2% | +18.8% | -7.0% |
| 1Y | -20.4% | -44.8% | +24.4% | -11.5% |
| 3Y | +56.5% | -65.5% | +122.0% | +89.0% |
| 5Y | +56.8% | -81.8% | +138.6% | +123.4% |
| 10Y | +176.2% | -45.8% | +221.9% | +176.1% |
| All | +495.4% | +316.4% | +179.0% | +167.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling