-82.1%
CHTR vs ALC
-19.4%
-62.8%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.7% | +7.7% | +6.0% |
| 7D | -7.1% | -7.7% | +0.5% | -4.4% |
| 30D | -10.9% | -11.7% | +0.8% | -6.6% |
| 3M | +2.0% | +0.7% | +1.3% | +1.8% |
| 6M | -35.9% | -17.1% | -18.8% | -31.7% |
| YTD | -32.7% | -15.1% | -17.5% | -28.9% |
| 1Y | -46.6% | -14.1% | -32.4% | -43.9% |
| 3Y | -66.7% | -18.2% | -48.6% | -65.3% |
| 5Y | -82.1% | -19.2% | -63.0% | -83.0% |
| All | -82.1% | -19.4% | -62.8% | -83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling