-45.6%
CHTR vs ACGL
+28.7%
-74.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.7% | +3.0% | +4.0% |
| 7D | +14.1% | +8.0% | +6.1% | +9.0% |
| 30D | +11.6% | +17.3% | -5.7% | +1.6% |
| 3M | -21.4% | +11.2% | -32.7% | -26.3% |
| 6M | -27.3% | +18.2% | -45.5% | -35.6% |
| YTD | -42.4% | +15.4% | -57.8% | -49.0% |
| 1Y | -45.6% | +26.5% | -72.1% | -54.1% |
| All | -45.6% | +28.7% | -74.3% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 1y: compounded portfolio wealth divided by compounded ACGL 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…
1y analysis · Full analysis span regression · 6 months rolling