+1,933.3%
CMG vs CHTR
+316.5%
+1,616.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | -0.6% |
| 7D | -2.1% | -4.1% | +2.0% | -1.3% |
| 30D | +10.9% | -3.0% | +13.9% | +11.2% |
| 3M | +15.8% | +4.8% | +11.1% | +13.4% |
| 6M | +6.9% | -35.0% | +42.0% | +14.5% |
| YTD | -2.2% | -30.2% | +28.0% | +2.6% |
| 1Y | -7.1% | -44.8% | +37.7% | +2.9% |
| 3Y | -7.1% | -66.6% | +59.4% | +11.9% |
| 5Y | -4.8% | -81.5% | +76.7% | +30.7% |
| 10Y | +324.3% | -44.8% | +369.1% | +348.8% |
| All | +1,933.3% | +316.5% | +1,616.8% | +1,188.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling