-66.5%
CHTR vs ALK
+20.7%
-87.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.9% |
| 7D | +13.4% | +2.6% | +10.8% | +12.7% |
| 30D | +33.0% | +7.8% | +25.2% | +30.8% |
| 3M | -13.6% | -15.2% | +1.7% | -11.3% |
| 6M | -7.8% | +5.0% | -12.8% | -9.5% |
| YTD | -34.7% | -18.4% | -16.3% | -33.5% |
| 1Y | -34.8% | -2.4% | -32.4% | -36.4% |
| All | -66.5% | +20.7% | -87.1% | -69.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling