-83.0%
CHTR vs ACWI
+67.2%
-150.2%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -46.1% |
| YTD | -35.9% | +13.9% | -49.8% | -43.2% |
| 1Y | -49.2% | +20.5% | -69.7% | -57.2% |
| 3Y | -68.3% | +76.5% | -144.8% | -81.3% |
| 5Y | -83.0% | +67.5% | -150.5% | -90.2% |
| All | -83.0% | +67.2% | -150.2% | -90.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling