+334.3%
CHTR vs ACGL
+1,199.0%
-864.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +1.0% |
| 7D | -1.1% | -0.7% | -0.3% | -0.9% |
| 30D | -0.8% | -1.0% | +0.2% | -0.4% |
| 3M | +17.8% | +11.0% | +6.7% | +13.2% |
| 6M | -34.5% | -0.3% | -34.2% | -34.4% |
| YTD | -27.2% | +2.3% | -29.5% | -27.8% |
| 1Y | -41.4% | +6.4% | -47.8% | -42.9% |
| 3Y | -64.0% | +34.0% | -98.0% | -68.2% |
| 5Y | -81.3% | +161.6% | -242.9% | -87.3% |
| 10Y | -44.1% | +278.6% | -322.7% | -69.9% |
| All | +334.3% | +1,199.0% | -864.7% | +37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling