-69.3%
CPNG vs CHTR
-76.7%
+7.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.7% | -0.6% | +2.2% |
| 7D | -1.1% | -4.1% | +3.0% | -0.3% |
| 30D | -7.4% | -3.0% | -4.4% | -6.9% |
| 3M | -12.3% | +4.8% | -17.1% | -14.0% |
| 6M | -19.4% | -35.0% | +15.6% | -13.1% |
| YTD | -35.9% | -30.2% | -5.7% | -32.4% |
| 1Y | -53.4% | -44.8% | -8.6% | -47.8% |
| 3Y | -20.0% | -66.6% | +46.6% | +1.8% |
| 5Y | -49.6% | -81.5% | +31.9% | -25.2% |
| All | -69.3% | -76.7% | +7.4% | -54.6% |
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