-44.8%
CHTR vs CG
-33.8%
-10.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.7% | +5.4% | +4.2% |
| 7D | -4.1% | -9.9% | +5.8% | -1.2% |
| 30D | -3.0% | -11.7% | +8.7% | +0.6% |
| 3M | +4.8% | -4.3% | +9.0% | +6.8% |
| 6M | -35.0% | -8.8% | -26.3% | -33.2% |
| YTD | -30.2% | -26.9% | -3.3% | -23.8% |
| 1Y | -44.8% | -35.4% | -9.3% | -37.1% |
| All | -44.8% | -33.8% | -10.9% | -37.1% |
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