+279.0%
CHTR vs ACWI
+403.2%
-124.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.3% |
| 7D | +5.4% | +2.7% | +2.7% | +3.3% |
| 30D | +24.0% | -2.6% | +26.6% | +26.1% |
| 3M | -11.7% | -3.2% | -8.5% | -9.9% |
| 6M | -10.3% | +1.9% | -12.2% | -12.3% |
| YTD | -36.5% | +11.3% | -47.8% | -42.4% |
| 1Y | -37.7% | +11.7% | -49.4% | -43.7% |
| 3Y | -67.6% | +74.4% | -142.0% | -79.3% |
| 5Y | -80.8% | +59.5% | -140.2% | -86.9% |
| 10Y | -51.3% | +225.2% | -276.6% | -80.5% |
| All | +279.0% | +403.2% | -124.2% | +16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling