+93.1%
ACN vs CHTR
-44.7%
+137.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.7% | -0.3% | +2.3% |
| 7D | -1.5% | -4.1% | +2.6% | -0.4% |
| 30D | +2.1% | -3.0% | +5.0% | +2.5% |
| 3M | +11.1% | +4.8% | +6.3% | +9.1% |
| 6M | -6.8% | -35.0% | +28.2% | +1.9% |
| YTD | -30.0% | -30.2% | +0.1% | -25.2% |
| 1Y | -23.1% | -44.8% | +21.6% | -12.4% |
| 3Y | -40.4% | -66.6% | +26.2% | -24.6% |
| 5Y | -41.6% | -81.5% | +39.9% | -11.9% |
| All | +93.1% | -44.7% | +137.8% | +111.9% |
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