+334.3%
CHTR vs CSGP
+630.9%
-296.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +1.1% |
| 7D | -1.1% | -4.1% | +3.0% | 0.0% |
| 30D | -0.8% | +2.3% | -3.1% | -1.6% |
| 3M | +17.8% | -8.2% | +25.9% | +20.1% |
| 6M | -34.5% | -35.1% | +0.6% | -26.5% |
| YTD | -27.2% | -54.0% | +26.8% | -11.2% |
| 1Y | -41.4% | -65.3% | +23.9% | -23.0% |
| 3Y | -64.0% | -62.6% | -1.4% | -54.7% |
| 5Y | -81.3% | -64.8% | -16.4% | -76.6% |
| 10Y | -44.1% | +45.1% | -89.2% | -54.6% |
| All | +334.3% | +630.9% | -296.6% | +112.3% |
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