+301.6%
CHTR vs VIG
+597.8%
-296.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.5% | +5.4% | +5.4% |
| 7D | -7.1% | -2.2% | -4.9% | -5.2% |
| 30D | -10.9% | -3.2% | -7.6% | -8.1% |
| 3M | +2.0% | +3.0% | -1.0% | -0.5% |
| 6M | -35.9% | +8.1% | -44.0% | -40.2% |
| YTD | -32.7% | +9.1% | -41.7% | -37.6% |
| 1Y | -46.6% | +12.6% | -59.1% | -51.8% |
| 3Y | -66.7% | +55.4% | -122.1% | -77.4% |
| 5Y | -82.1% | +62.8% | -144.9% | -88.3% |
| 10Y | -46.8% | +246.6% | -293.4% | -82.2% |
| All | +301.6% | +597.8% | -296.2% | -17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling