+282.5%
CHTR vs CAG
+53.6%
+228.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.0% | -7.1% | -7.9% |
| 7D | -15.8% | -6.6% | -9.2% | -14.2% |
| 30D | -12.7% | +2.3% | -15.0% | -13.1% |
| 3M | -1.1% | +16.3% | -17.4% | -4.9% |
| 6M | -39.9% | -16.0% | -23.9% | -37.4% |
| YTD | -35.9% | -7.7% | -28.2% | -34.8% |
| 1Y | -49.2% | -16.0% | -33.1% | -47.2% |
| 3Y | -68.3% | -37.7% | -30.6% | -64.9% |
| 5Y | -83.0% | -41.2% | -41.7% | -81.0% |
| 10Y | -49.3% | -33.8% | -15.5% | -47.9% |
| All | +282.5% | +53.6% | +228.9% | +182.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling