-7.2%
SYK vs CHTR
-66.9%
+59.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.0% | -6.9% | -2.5% |
| 7D | -12.3% | -7.1% | -5.2% | -11.7% |
| 30D | -22.4% | -10.9% | -11.6% | -21.6% |
| 3M | -12.3% | +2.0% | -14.3% | -12.7% |
| 6M | -24.3% | -35.9% | +11.6% | -22.0% |
| YTD | -22.8% | -32.7% | +9.9% | -21.0% |
| 1Y | -28.8% | -46.6% | +17.8% | -25.4% |
| All | -7.2% | -66.9% | +59.6% | +2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling