-82.1%
CHTR vs SPG
+103.4%
-185.5%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.1% | +4.9% | +4.9% |
| 7D | -7.1% | -2.2% | -4.9% | -6.1% |
| 30D | -10.9% | -5.8% | -5.1% | -8.3% |
| 3M | +2.0% | -2.8% | +4.8% | +3.4% |
| 6M | -35.9% | +8.9% | -44.8% | -38.4% |
| YTD | -32.7% | +14.3% | -46.9% | -36.7% |
| 1Y | -46.6% | +19.5% | -66.0% | -50.9% |
| 3Y | -66.7% | +106.9% | -173.6% | -77.0% |
| 5Y | -82.1% | +108.7% | -190.9% | -88.8% |
| All | -82.1% | +103.4% | -185.5% | -88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling