-45.9%
CHTR vs CG
+314.7%
-360.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.7% | +5.4% | +4.2% |
| 7D | -4.1% | -9.9% | +5.8% | -1.1% |
| 30D | -3.0% | -11.7% | +8.7% | +0.7% |
| 3M | +4.8% | -4.3% | +9.0% | +5.8% |
| 6M | -35.0% | -8.8% | -26.3% | -33.6% |
| YTD | -30.2% | -26.9% | -3.3% | -24.3% |
| 1Y | -44.8% | -35.4% | -9.3% | -38.0% |
| 3Y | -66.6% | +43.0% | -109.6% | -71.7% |
| 5Y | -81.5% | +1.9% | -83.4% | -83.5% |
| All | -45.9% | +314.7% | -360.6% | -65.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling