+282.6%
SPGI vs CHTR
-46.7%
+329.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.0% | -6.9% | -3.1% |
| 7D | -8.9% | -7.1% | -1.8% | -7.3% |
| 30D | +0.6% | -10.9% | +11.5% | +3.0% |
| 3M | +2.0% | +2.0% | 0.0% | +0.2% |
| 6M | +0.1% | -35.9% | +36.0% | +8.7% |
| YTD | -16.4% | -32.7% | +16.3% | -10.9% |
| 1Y | -18.9% | -46.6% | +27.6% | -8.1% |
| 3Y | +13.8% | -66.7% | +80.5% | +42.4% |
| 5Y | +0.5% | -82.1% | +82.7% | +54.5% |
| All | +282.6% | -46.7% | +329.3% | +310.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling