-67.7%
CHTR vs CG
+44.6%
-112.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.4% | +7.3% | +5.6% |
| 7D | -7.1% | -9.8% | +2.7% | -4.6% |
| 30D | -10.9% | -10.3% | -0.6% | -8.3% |
| 3M | +2.0% | -1.7% | +3.7% | +2.5% |
| 6M | -35.9% | -9.8% | -26.1% | -34.4% |
| YTD | -32.7% | -25.6% | -7.1% | -28.0% |
| 1Y | -46.6% | -32.5% | -14.0% | -41.6% |
| All | -67.7% | +44.6% | -112.4% | -73.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling