-83.0%
CHTR vs ALK
-28.1%
-54.9%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.9% | -7.2% | -7.9% |
| 7D | -15.8% | -3.0% | -12.8% | -15.2% |
| 30D | -12.7% | -14.6% | +1.9% | -9.4% |
| 3M | -1.1% | -10.6% | +9.5% | +0.7% |
| 6M | -39.9% | -6.7% | -33.2% | -39.9% |
| YTD | -35.9% | -19.8% | -16.1% | -34.0% |
| 1Y | -49.2% | -35.2% | -14.0% | -45.0% |
| 3Y | -68.3% | +1.4% | -69.7% | -71.4% |
| 5Y | -83.0% | -30.7% | -52.3% | -83.9% |
| All | -83.0% | -28.1% | -54.9% | -83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling