-45.6%
CHTR vs CG
-14.1%
-31.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.5% | +1.2% | +4.2% |
| 7D | +14.1% | +9.4% | +4.7% | +11.0% |
| 30D | +11.6% | +8.7% | +2.9% | +8.6% |
| 3M | -21.4% | -15.0% | -6.5% | -18.3% |
| 6M | -27.3% | -13.2% | -14.1% | -24.3% |
| YTD | -42.4% | -26.2% | -16.2% | -37.7% |
| 1Y | -45.6% | -14.1% | -31.5% | -45.3% |
| All | -45.6% | -14.1% | -31.5% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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