-78.8%
CHTR vs ABCL
-81.2%
+2.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +4.4% |
| 7D | +17.2% | -3.3% | +20.5% | +17.5% |
| 30D | +31.6% | -7.1% | +38.7% | +31.8% |
| 3M | -11.6% | +4.7% | -16.3% | -12.7% |
| 6M | -3.3% | +140.9% | -144.1% | -12.1% |
| YTD | -33.7% | +236.0% | -269.7% | -42.1% |
| 1Y | -32.4% | +217.4% | -249.8% | -40.7% |
| 3Y | -65.9% | +188.7% | -254.6% | -71.0% |
| 5Y | -79.9% | -23.5% | -56.4% | -82.1% |
| All | -78.8% | -81.2% | +2.4% | -81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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