-55.1%
CHTR vs CSGP
+72.5%
-127.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.3% | +0.4% | +2.0% |
| 7D | +4.9% | -1.8% | +6.7% | +5.5% |
| 30D | +17.2% | +5.3% | +11.9% | +15.0% |
| 3M | -20.6% | +3.3% | -23.9% | -21.7% |
| 6M | -21.7% | -4.7% | -17.1% | -21.5% |
| YTD | -41.9% | -53.5% | +11.6% | -30.1% |
| 1Y | -44.9% | -53.7% | +8.9% | -33.6% |
| 3Y | -70.0% | -59.7% | -10.3% | -63.5% |
| 5Y | -82.6% | -62.5% | -20.1% | -78.9% |
| 10Y | -55.1% | +67.3% | -122.3% | -57.4% |
| All | -55.1% | +72.5% | -127.6% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling