-45.6%
CHTR vs ALC
+4.2%
-49.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +6.8% | -1.1% | +2.8% |
| 7D | +14.1% | +10.7% | +3.4% | +9.5% |
| 30D | +11.6% | +20.2% | -8.6% | +4.0% |
| 3M | -21.4% | +8.9% | -30.3% | -23.7% |
| 6M | -27.3% | +5.7% | -33.0% | -29.4% |
| YTD | -42.4% | -1.4% | -41.0% | -42.7% |
| 1Y | -45.6% | +4.7% | -50.3% | -47.8% |
| All | -45.6% | +4.2% | -49.8% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling