-5.3%
SYK vs CHTR
-43.3%
+38.0%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.7% | -6.0% | -1.9% |
| 7D | +7.5% | +15.5% | -8.0% | +5.8% |
| 30D | +20.4% | +15.9% | +4.6% | +18.5% |
| 3M | -0.3% | -17.8% | +17.6% | +1.1% |
| 6M | +14.2% | -20.5% | +34.6% | +15.1% |
| YTD | -3.8% | -39.7% | +35.9% | -3.3% |
| 1Y | -5.3% | -44.1% | +38.8% | -4.1% |
| All | -5.3% | -43.3% | +38.0% | -4.1% |
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