+295.4%
CHTR vs ALB
+207.0%
+88.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.7% | +4.6% |
| 7D | +17.2% | -5.8% | +23.0% | +18.4% |
| 30D | +31.6% | -4.5% | +36.2% | +32.5% |
| 3M | -11.6% | -28.1% | +16.5% | -6.4% |
| 6M | -3.3% | -53.2% | +49.9% | +10.5% |
| YTD | -33.7% | -33.3% | -0.4% | -30.4% |
| 1Y | -32.4% | -17.4% | -15.0% | -32.3% |
| 3Y | -65.9% | -14.1% | -51.8% | -68.4% |
| 5Y | -79.9% | -64.0% | -15.9% | -78.3% |
| 10Y | -49.2% | +32.8% | -82.0% | -64.3% |
| All | +295.4% | +207.0% | +88.4% | +121.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling