-69.3%
CHTR vs SPG
+106.5%
-175.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -2.4% | -5.7% | -7.0% |
| 7D | -15.8% | -1.7% | -14.1% | -15.1% |
| 30D | -12.7% | -6.3% | -6.4% | -9.9% |
| 3M | -1.1% | -2.4% | +1.3% | +0.1% |
| 6M | -39.9% | +9.6% | -49.5% | -42.3% |
| YTD | -35.9% | +14.2% | -50.1% | -39.5% |
| 1Y | -49.2% | +19.3% | -68.5% | -53.0% |
| All | -69.3% | +106.5% | -175.8% | -80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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