-47.4%
CHTR vs ALK
-45.9%
-1.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +4.6% |
| 7D | +17.2% | -1.2% | +18.4% | +17.4% |
| 30D | +31.6% | +7.7% | +23.9% | +29.5% |
| 3M | -11.6% | -19.0% | +7.4% | -8.0% |
| 6M | -3.3% | -0.2% | -3.1% | -4.2% |
| YTD | -33.7% | -23.5% | -10.2% | -31.6% |
| 1Y | -32.4% | -9.1% | -23.3% | -32.9% |
| 3Y | -65.9% | +12.0% | -78.0% | -68.8% |
| 5Y | -79.9% | -30.9% | -49.1% | -80.1% |
| All | -47.4% | -45.9% | -1.5% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling