-83.0%
CHTR vs ABCL
-39.4%
-43.5%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -3.4% | -4.7% | -7.8% |
| 7D | -15.8% | -2.7% | -13.0% | -15.5% |
| 30D | -12.7% | +18.3% | -31.0% | -14.5% |
| 3M | -1.1% | +108.5% | -109.6% | -10.2% |
| 6M | -39.9% | +213.9% | -253.8% | -48.6% |
| YTD | -35.9% | +223.1% | -259.0% | -45.8% |
| 1Y | -49.2% | +160.6% | -209.8% | -56.3% |
| 3Y | -68.3% | +104.3% | -172.6% | -73.1% |
| 5Y | -83.0% | -40.0% | -42.9% | -84.8% |
| All | -83.0% | -39.4% | -43.5% | -84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling