-82.1%
CHTR vs ACI
-44.6%
-37.6%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.3% | +6.2% | +5.3% |
| 7D | -7.1% | -7.1% | -0.1% | -5.4% |
| 30D | -10.9% | -4.5% | -6.4% | -9.8% |
| 3M | +2.0% | -22.3% | +24.3% | +7.3% |
| 6M | -35.9% | -28.4% | -7.5% | -31.5% |
| YTD | -32.7% | -29.5% | -3.2% | -27.8% |
| 1Y | -46.6% | -34.2% | -12.3% | -42.0% |
| 3Y | -66.7% | -45.7% | -21.1% | -62.7% |
| 5Y | -82.1% | -40.8% | -41.4% | -80.7% |
| All | -82.1% | -44.6% | -37.6% | -80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling