-10.7%
CMG vs CHTR
-41.9%
+31.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | -2.8% | -1.1% | -1.8% | -2.7% |
| 30D | +7.1% | -0.8% | +7.9% | +7.0% |
| 3M | +31.2% | +17.8% | +13.4% | +27.5% |
| 6M | +0.7% | -34.5% | +35.2% | +4.3% |
| YTD | -0.1% | -27.2% | +27.1% | +0.2% |
| 1Y | -10.7% | -41.4% | +30.7% | +3.2% |
| All | -10.7% | -41.9% | +31.2% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 1y: compounded portfolio wealth divided by compounded CHTR 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…
1y analysis · Full analysis span regression · 6 months rolling