+301.6%
CHTR vs SPYG
+1,072.5%
-770.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.8% | +5.8% | +5.5% |
| 7D | -7.1% | -1.8% | -5.3% | -6.0% |
| 30D | -10.9% | -1.9% | -8.9% | -9.8% |
| 3M | +2.0% | +5.2% | -3.1% | -1.8% |
| 6M | -35.9% | +15.6% | -51.5% | -42.7% |
| YTD | -32.7% | +12.4% | -45.1% | -38.9% |
| 1Y | -46.6% | +17.5% | -64.0% | -53.1% |
| 3Y | -66.7% | +98.1% | -164.8% | -80.5% |
| 5Y | -82.1% | +84.9% | -167.1% | -89.2% |
| 10Y | -46.8% | +417.7% | -464.5% | -86.0% |
| All | +301.6% | +1,072.5% | -770.9% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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