-45.8%
CHTR vs CSGP
+41.1%
-86.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -3.6% |
| 7D | -0.3% | -5.1% | +4.8% | +1.1% |
| 30D | -4.5% | +0.3% | -4.8% | -4.6% |
| 3M | +10.2% | -9.1% | +19.4% | +12.8% |
| 6M | -37.2% | -37.3% | 0.0% | -29.0% |
| YTD | -30.2% | -54.9% | +24.7% | -14.6% |
| 1Y | -44.8% | -65.5% | +20.8% | -27.4% |
| 3Y | -65.5% | -63.3% | -2.2% | -56.5% |
| 5Y | -81.8% | -65.8% | -16.0% | -77.2% |
| 10Y | -45.8% | +40.1% | -85.9% | -50.5% |
| All | -45.8% | +41.1% | -86.9% | -50.5% |
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