+16.4%
SPGI vs CHTR
-68.4%
+84.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -8.1% | +5.6% | -1.6% |
| 7D | -3.1% | -15.8% | +12.7% | -1.2% |
| 30D | +2.0% | -12.7% | +14.7% | +3.4% |
| 3M | +4.3% | -1.1% | +5.4% | +3.9% |
| 6M | -0.2% | -39.9% | +39.7% | +4.6% |
| YTD | -14.8% | -35.9% | +21.1% | -11.8% |
| 1Y | -18.5% | -49.2% | +30.6% | -12.8% |
| All | +16.4% | -68.4% | +84.8% | +37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling