-65.5%
CHTR vs ACGL
+29.4%
-94.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.7% | -3.3% |
| 7D | -0.3% | -2.9% | +2.6% | +0.7% |
| 30D | -4.5% | -2.8% | -1.7% | -3.5% |
| 3M | +10.2% | +6.8% | +3.4% | +7.5% |
| 6M | -37.2% | -1.5% | -35.7% | -36.9% |
| YTD | -30.2% | -0.2% | -30.0% | -30.3% |
| 1Y | -44.8% | +5.3% | -50.1% | -45.7% |
| 3Y | -65.5% | +30.3% | -95.8% | -69.0% |
| All | -65.5% | +29.4% | -94.9% | -69.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling