-45.9%
CHTR vs CFG
+316.8%
-362.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.5% | +3.4% |
| 7D | -4.1% | -0.4% | -3.7% | -4.0% |
| 30D | -3.0% | -4.6% | +1.7% | -1.8% |
| 3M | +4.8% | +6.7% | -1.9% | +3.1% |
| 6M | -35.0% | +22.1% | -57.1% | -38.1% |
| YTD | -30.2% | +23.2% | -53.4% | -33.8% |
| 1Y | -44.8% | +40.3% | -85.0% | -49.3% |
| 3Y | -66.6% | +187.9% | -254.4% | -74.3% |
| 5Y | -81.5% | +102.0% | -183.4% | -84.9% |
| All | -45.9% | +316.8% | -362.7% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling