-81.6%
CHTR vs CG
-2.7%
-78.9%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.7% | +5.4% | +4.2% |
| 7D | -4.1% | -9.9% | +5.8% | -1.0% |
| 30D | -3.0% | -11.7% | +8.7% | +0.7% |
| 3M | +4.8% | -4.3% | +9.0% | +5.9% |
| 6M | -35.0% | -8.8% | -26.3% | -33.5% |
| YTD | -30.2% | -26.9% | -3.3% | -24.1% |
| 1Y | -44.8% | -35.4% | -9.3% | -37.9% |
| 3Y | -66.6% | +43.0% | -109.6% | -72.3% |
| All | -81.6% | -2.7% | -78.9% | -84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling