-47.8%
CHTR vs ACGL
+277.0%
-324.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.1% | +4.9% | +5.0% |
| 7D | -7.1% | -3.6% | -3.5% | -6.0% |
| 30D | -10.9% | -2.1% | -8.8% | -10.3% |
| 3M | +2.0% | +5.4% | -3.3% | +0.2% |
| 6M | -35.9% | 0.0% | -35.9% | -35.9% |
| YTD | -32.7% | +0.3% | -33.0% | -32.8% |
| 1Y | -46.6% | +6.2% | -52.7% | -47.7% |
| 3Y | -66.7% | +30.9% | -97.7% | -69.9% |
| 5Y | -82.1% | +159.8% | -241.9% | -87.2% |
| All | -47.8% | +277.0% | -324.8% | -68.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling