-71.0%
CHTR vs ACI
+21.8%
-92.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.3% | -0.8% | -3.5% |
| 7D | -0.3% | -2.6% | +2.3% | +0.2% |
| 30D | -4.5% | +1.1% | -5.6% | -4.6% |
| 3M | +10.2% | -23.6% | +33.9% | +14.4% |
| 6M | -37.2% | -29.9% | -7.3% | -34.1% |
| YTD | -30.2% | -26.9% | -3.3% | -27.2% |
| 1Y | -44.8% | -34.2% | -10.5% | -41.6% |
| 3Y | -65.5% | -43.6% | -21.9% | -63.0% |
| 5Y | -81.8% | -42.4% | -39.4% | -80.7% |
| All | -71.0% | +21.8% | -92.8% | -70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling