+237.3%
CHTR vs CSGP
+622.4%
-385.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.7% | -1.5% | -4.8% |
| 7D | +5.9% | +1.3% | +4.6% | +5.6% |
| 30D | +10.4% | +10.7% | -0.3% | +6.7% |
| 3M | -25.0% | +3.3% | -28.3% | -26.1% |
| 6M | -24.6% | -10.3% | -14.2% | -23.0% |
| YTD | -43.4% | -54.6% | +11.1% | -31.1% |
| 1Y | -45.8% | -54.6% | +8.8% | -34.0% |
| 3Y | -71.6% | -60.3% | -11.3% | -65.0% |
| 5Y | -82.9% | -63.3% | -19.6% | -78.9% |
| 10Y | -52.8% | +66.5% | -119.3% | -63.3% |
| All | +237.3% | +622.4% | -385.1% | +64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling