-50.3%
CHTR vs ACWI
+233.7%
-284.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.6% | -7.5% | -7.6% |
| 7D | -15.8% | 0.0% | -15.8% | -15.8% |
| 30D | -12.7% | -0.6% | -12.1% | -12.2% |
| 3M | -1.1% | +4.3% | -5.4% | -4.6% |
| 6M | -39.9% | +12.7% | -52.6% | -46.0% |
| YTD | -35.9% | +13.9% | -49.8% | -43.0% |
| 1Y | -49.2% | +20.5% | -69.7% | -56.9% |
| 3Y | -68.3% | +76.5% | -144.8% | -80.6% |
| 5Y | -83.0% | +67.5% | -150.5% | -89.2% |
| All | -50.3% | +233.7% | -284.0% | -83.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling