-65.9%
CHTR vs ACGL
+33.8%
-99.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.2% |
| 7D | +17.2% | +2.2% | +15.0% | +16.3% |
| 30D | +31.6% | +12.3% | +19.3% | +26.6% |
| 3M | -11.6% | +11.8% | -23.4% | -14.9% |
| 6M | -3.3% | +17.5% | -20.7% | -8.7% |
| YTD | -33.7% | +14.3% | -48.0% | -36.7% |
| 1Y | -32.4% | +18.2% | -50.6% | -36.1% |
| 3Y | -65.9% | +33.2% | -99.1% | -68.1% |
| All | -65.9% | +33.8% | -99.7% | -68.1% |
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 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