-80.4%
CHTR vs ALK
-28.7%
-51.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.0% |
| 7D | +13.4% | +2.6% | +10.8% | +12.6% |
| 30D | +33.0% | +7.8% | +25.2% | +30.4% |
| 3M | -13.6% | -15.2% | +1.7% | -10.6% |
| 6M | -7.8% | +5.0% | -12.8% | -10.0% |
| YTD | -34.7% | -18.4% | -16.3% | -33.3% |
| 1Y | -34.8% | -2.4% | -32.4% | -36.7% |
| 3Y | -66.7% | +19.8% | -86.5% | -71.8% |
| 5Y | -80.4% | -27.8% | -52.6% | -81.2% |
| All | -80.4% | -28.7% | -51.7% | -81.2% |
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