-66.6%
CHTR vs ACI
-44.0%
-22.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.2% | +0.5% | +2.7% |
| 7D | -4.1% | -3.7% | -0.3% | -2.9% |
| 30D | -3.0% | +0.6% | -3.5% | -3.0% |
| 3M | +4.8% | -20.3% | +25.1% | +10.2% |
| 6M | -35.0% | -24.7% | -10.4% | -30.8% |
| YTD | -30.2% | -27.2% | -2.9% | -24.9% |
| 1Y | -44.8% | -32.7% | -12.0% | -39.4% |
| 3Y | -66.6% | -43.9% | -22.7% | -61.4% |
| All | -66.6% | -44.0% | -22.6% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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