-32.4%
CHTR vs CFG
+28.3%
-60.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.0% |
| 7D | +17.2% | +3.2% | +14.0% | +15.5% |
| 30D | +31.6% | +5.1% | +26.5% | +28.4% |
| 3M | -11.6% | -11.2% | -0.3% | -7.3% |
| 6M | -3.3% | +9.6% | -12.8% | -7.5% |
| YTD | -33.7% | +15.0% | -48.7% | -37.1% |
| 1Y | -32.4% | +29.9% | -62.3% | -39.7% |
| All | -32.4% | +28.3% | -60.8% | -39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling