-81.6%
CHTR vs CGNX
-25.4%
-56.2%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.1% | -0.4% | +3.0% |
| 7D | -4.1% | +3.2% | -7.3% | -4.6% |
| 30D | -3.0% | +6.0% | -9.0% | -4.1% |
| 3M | +4.8% | +3.5% | +1.2% | +3.3% |
| 6M | -35.0% | +26.3% | -61.3% | -38.7% |
| YTD | -30.2% | +79.2% | -109.4% | -39.8% |
| 1Y | -44.8% | +43.8% | -88.6% | -50.2% |
| 3Y | -66.6% | +52.0% | -118.5% | -71.5% |
| All | -81.6% | -25.4% | -56.2% | -83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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