+114.7%
CHTR vs CG
+323.7%
-209.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -4.0% | -4.1% | -7.0% |
| 7D | -15.8% | -6.4% | -9.3% | -14.2% |
| 30D | -12.7% | -7.1% | -5.6% | -10.8% |
| 3M | -1.1% | -1.6% | +0.5% | -0.9% |
| 6M | -39.9% | -8.3% | -31.6% | -38.7% |
| YTD | -35.9% | -23.8% | -12.1% | -31.6% |
| 1Y | -49.2% | -28.7% | -20.4% | -44.9% |
| 3Y | -68.3% | +49.2% | -117.5% | -73.0% |
| 5Y | -83.0% | +5.5% | -88.5% | -84.7% |
| 10Y | -49.3% | +331.2% | -380.5% | -68.5% |
| All | +114.7% | +323.7% | -209.0% | +30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling