-58.9%
CHTR vs ALC
+21.6%
-80.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.2% | -3.4% |
| 7D | -0.3% | -3.7% | +3.4% | +1.1% |
| 30D | -4.5% | -3.7% | -0.7% | -3.0% |
| 3M | +10.2% | +4.6% | +5.7% | +8.4% |
| 6M | -37.2% | -14.6% | -22.6% | -33.8% |
| YTD | -30.2% | -11.9% | -18.3% | -27.3% |
| 1Y | -44.8% | -13.1% | -31.6% | -42.3% |
| 3Y | -65.5% | -15.0% | -50.5% | -64.4% |
| 5Y | -81.8% | -16.2% | -65.6% | -81.6% |
| All | -58.9% | +21.6% | -80.5% | -65.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling