-45.9%
CHTR vs VIG
+250.0%
-295.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.0% |
| 7D | -4.1% | -1.1% | -3.0% | -3.1% |
| 30D | -3.0% | -2.7% | -0.2% | -0.3% |
| 3M | +4.8% | +2.5% | +2.2% | +2.6% |
| 6M | -35.0% | +9.2% | -44.3% | -40.0% |
| YTD | -30.2% | +9.8% | -40.0% | -35.8% |
| 1Y | -44.8% | +12.4% | -57.2% | -50.2% |
| 3Y | -66.6% | +55.9% | -122.4% | -77.5% |
| 5Y | -81.5% | +63.9% | -145.4% | -88.0% |
| All | -45.9% | +250.0% | -295.9% | -83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling