-65.9%
CHTR vs CSGP
-60.9%
-5.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.9% | +1.5% | +3.6% |
| 7D | +17.2% | +1.3% | +15.9% | +16.7% |
| 30D | +31.6% | +2.8% | +28.8% | +30.0% |
| 3M | -11.6% | -6.3% | -5.3% | -10.7% |
| 6M | -3.3% | -3.2% | -0.1% | -3.6% |
| YTD | -33.7% | -54.0% | +20.3% | -24.9% |
| 1Y | -32.4% | -54.8% | +22.4% | -23.2% |
| 3Y | -65.9% | -60.6% | -5.4% | -62.8% |
| All | -65.9% | -60.9% | -5.0% | -62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling