+316.4%
CHTR vs ACWI
+418.0%
-101.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.8% |
| 7D | -0.3% | +1.1% | -1.4% | -1.1% |
| 30D | -4.5% | -0.2% | -4.3% | -4.3% |
| 3M | +10.2% | +4.7% | +5.6% | +6.2% |
| 6M | -37.2% | +14.5% | -51.7% | -43.9% |
| YTD | -30.2% | +14.6% | -44.8% | -37.8% |
| 1Y | -44.8% | +21.4% | -66.2% | -53.0% |
| 3Y | -65.5% | +77.6% | -143.1% | -78.1% |
| 5Y | -81.8% | +68.1% | -149.9% | -88.0% |
| 10Y | -45.8% | +226.1% | -271.9% | -78.2% |
| All | +316.4% | +418.0% | -101.6% | +25.6% |
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