-81.6%
CHTR vs CAG
-43.1%
-38.5%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.9% |
| 7D | -4.1% | -5.7% | +1.6% | -2.2% |
| 30D | -3.0% | -2.4% | -0.6% | -2.1% |
| 3M | +4.8% | +9.8% | -5.0% | +1.3% |
| 6M | -35.0% | -10.8% | -24.2% | -33.0% |
| YTD | -30.2% | -10.8% | -19.4% | -28.2% |
| 1Y | -44.8% | -19.0% | -25.8% | -41.7% |
| 3Y | -66.6% | -39.7% | -26.9% | -62.0% |
| All | -81.6% | -43.1% | -38.5% | -79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 5y: compounded portfolio wealth divided by compounded CAG 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…
5y analysis · Full analysis span regression · 6 months rolling