-57.1%
CHTR vs ALC
+24.0%
-81.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +1.2% |
| 7D | -1.1% | -2.1% | +1.0% | -0.3% |
| 30D | -0.8% | -0.1% | -0.7% | -0.7% |
| 3M | +17.8% | +5.9% | +11.9% | +15.3% |
| 6M | -34.5% | -15.9% | -18.6% | -30.5% |
| YTD | -27.2% | -10.1% | -17.1% | -24.8% |
| 1Y | -41.4% | -10.2% | -31.2% | -39.6% |
| 3Y | -64.0% | -13.6% | -50.5% | -63.1% |
| 5Y | -81.3% | -15.1% | -66.1% | -81.2% |
| All | -57.1% | +24.0% | -81.1% | -64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling