-81.6%
CHTR vs CFG
+99.1%
-180.7%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.5% | +3.3% |
| 7D | -4.1% | -0.4% | -3.7% | -3.9% |
| 30D | -3.0% | -4.6% | +1.7% | -1.3% |
| 3M | +4.8% | +6.7% | -1.9% | +2.3% |
| 6M | -35.0% | +22.1% | -57.1% | -39.4% |
| YTD | -30.2% | +23.2% | -53.4% | -35.3% |
| 1Y | -44.8% | +40.3% | -85.0% | -51.2% |
| 3Y | -66.6% | +187.9% | -254.4% | -77.5% |
| All | -81.6% | +99.1% | -180.7% | -86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling