-67.7%
CHTR vs ACM
-23.7%
-44.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.8% | +6.7% | +5.5% |
| 7D | -7.1% | -5.9% | -1.3% | -5.4% |
| 30D | -10.9% | -6.2% | -4.7% | -9.3% |
| 3M | +2.0% | -7.9% | +9.9% | +3.9% |
| 6M | -35.9% | -30.6% | -5.3% | -28.7% |
| YTD | -32.7% | -33.3% | +0.6% | -24.5% |
| 1Y | -46.6% | -49.2% | +2.6% | -33.3% |
| All | -67.7% | -23.7% | -44.1% | -68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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