-76.7%
CHTR vs ABCL
-81.3%
+4.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | -1.1% | +0.7% | -1.8% | -1.1% |
| 30D | -0.8% | +93.1% | -93.8% | -6.8% |
| 3M | +17.8% | +79.4% | -61.7% | +10.9% |
| 6M | -34.5% | +214.9% | -249.4% | -41.6% |
| YTD | -27.2% | +234.2% | -261.4% | -35.9% |
| 1Y | -41.4% | +174.8% | -216.2% | -47.9% |
| 3Y | -64.0% | +104.5% | -168.5% | -68.3% |
| 5Y | -81.3% | -39.0% | -42.3% | -83.2% |
| All | -76.7% | -81.3% | +4.6% | -79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling