+316.4%
CHTR vs SPG
+480.5%
-164.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.2% | -5.3% | -4.4% |
| 7D | -0.3% | 0.0% | -0.3% | -0.4% |
| 30D | -4.5% | -4.9% | +0.5% | -3.3% |
| 3M | +10.2% | +3.3% | +6.9% | +9.4% |
| 6M | -37.2% | +11.2% | -48.5% | -38.8% |
| YTD | -30.2% | +17.1% | -47.2% | -32.8% |
| 1Y | -44.8% | +21.6% | -66.4% | -47.3% |
| 3Y | -65.5% | +111.9% | -177.4% | -71.2% |
| 5Y | -81.8% | +106.9% | -188.7% | -84.9% |
| 10Y | -45.8% | +62.2% | -108.0% | -51.8% |
| All | +316.4% | +480.5% | -164.1% | +150.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling