+289.5%
CHTR vs ACGL
+1,345.5%
-1,056.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +27.7% |
| 3M | -13.6% | +11.1% | -24.7% | -16.7% |
| 6M | -7.8% | +16.3% | -24.1% | -12.8% |
| YTD | -34.7% | +13.8% | -48.5% | -37.6% |
| 1Y | -34.8% | +20.4% | -55.3% | -39.0% |
| 3Y | -66.7% | +33.6% | -100.3% | -70.5% |
| 5Y | -80.4% | +176.8% | -257.2% | -86.9% |
| 10Y | -50.0% | +324.6% | -374.5% | -74.1% |
| All | +289.5% | +1,345.5% | -1,056.1% | +18.4% |
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 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