-82.1%
CHTR vs ALB
-48.1%
-34.0%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.0% | +8.0% | +5.4% |
| 7D | -7.1% | -7.6% | +0.5% | -6.0% |
| 30D | -10.9% | -5.6% | -5.3% | -10.2% |
| 3M | +2.0% | -16.8% | +18.9% | +4.5% |
| 6M | -35.9% | -26.3% | -9.6% | -33.4% |
| YTD | -32.7% | -13.2% | -19.4% | -32.6% |
| 1Y | -46.6% | +68.8% | -115.4% | -53.1% |
| 3Y | -66.7% | -30.7% | -36.1% | -67.0% |
| 5Y | -82.1% | -46.3% | -35.9% | -82.1% |
| All | -82.1% | -48.1% | -34.0% | -82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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