+1,670.4%
SPGI vs CHTR
+316.4%
+1,354.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.9% | -2.1% |
| 7D | -2.5% | -0.3% | -2.2% | -2.7% |
| 30D | +5.4% | -4.5% | +9.9% | +6.2% |
| 3M | +9.0% | +10.2% | -1.2% | +5.0% |
| 6M | +0.8% | -37.2% | +38.0% | +10.8% |
| YTD | -12.6% | -30.2% | +17.6% | -7.3% |
| 1Y | -16.1% | -44.8% | +28.6% | -5.2% |
| 3Y | +19.0% | -65.5% | +84.5% | +47.9% |
| 5Y | +5.1% | -81.8% | +86.8% | +56.9% |
| 10Y | +295.5% | -45.8% | +341.2% | +307.3% |
| All | +1,670.4% | +316.4% | +1,354.0% | +878.8% |
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