-65.5%
CHTR vs ABCL
+105.4%
-170.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.1% |
| 7D | -0.3% | +1.4% | -1.7% | -0.4% |
| 30D | -4.5% | +65.1% | -69.6% | -9.4% |
| 3M | +10.2% | +111.1% | -100.8% | +1.8% |
| 6M | -37.2% | +231.6% | -268.8% | -45.1% |
| YTD | -30.2% | +234.5% | -264.7% | -39.5% |
| 1Y | -44.8% | +174.3% | -219.1% | -51.5% |
| 3Y | -65.5% | +111.5% | -177.0% | -70.6% |
| All | -65.5% | +105.4% | -170.9% | -70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling