+466.2%
ACN vs CHTR
+282.5%
+183.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -8.1% | +6.3% | +0.4% |
| 7D | -6.3% | -15.8% | +9.4% | -2.0% |
| 30D | -1.4% | -12.7% | +11.3% | +1.9% |
| 3M | +2.6% | -1.1% | +3.7% | +2.3% |
| 6M | -14.3% | -39.9% | +25.6% | -4.2% |
| YTD | -33.1% | -35.9% | +2.7% | -26.7% |
| 1Y | -28.8% | -49.2% | +20.4% | -17.1% |
| 3Y | -43.0% | -68.3% | +25.4% | -27.4% |
| 5Y | -44.0% | -83.0% | +38.9% | -16.3% |
| 10Y | +88.5% | -49.3% | +137.8% | +103.1% |
| All | +466.2% | +282.5% | +183.7% | +213.1% |
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 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