-47.8%
CHTR vs ACWI
+230.9%
-278.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.8% | +5.8% | +5.7% |
| 7D | -7.1% | -1.9% | -5.2% | -5.7% |
| 30D | -10.9% | -1.3% | -9.6% | -9.9% |
| 3M | +2.0% | +5.0% | -3.0% | -2.2% |
| 6M | -35.9% | +11.7% | -47.6% | -42.0% |
| YTD | -32.7% | +13.0% | -45.6% | -39.8% |
| 1Y | -46.6% | +19.2% | -65.8% | -54.4% |
| 3Y | -66.7% | +75.0% | -141.7% | -79.5% |
| 5Y | -82.1% | +67.1% | -149.2% | -88.7% |
| All | -47.8% | +230.9% | -278.7% | -82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ACWI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling