-48.2%
CHTR vs ACGL
+322.7%
-370.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +13.4% | -1.4% | +14.7% | +14.0% |
| 30D | +33.0% | +12.4% | +20.7% | +28.3% |
| 3M | -13.6% | +11.1% | -24.7% | -16.4% |
| 6M | -7.8% | +16.3% | -24.1% | -12.3% |
| YTD | -34.7% | +13.8% | -48.5% | -37.3% |
| 1Y | -34.8% | +20.4% | -55.3% | -38.6% |
| 3Y | -66.7% | +33.6% | -100.3% | -70.0% |
| 5Y | -80.4% | +176.8% | -257.2% | -86.2% |
| All | -48.2% | +322.7% | -370.9% | -68.3% |
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