+289.5%
CHTR vs ALK
+425.0%
-135.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.9% |
| 7D | +13.4% | +2.6% | +10.8% | +12.6% |
| 30D | +33.0% | +7.8% | +25.2% | +30.7% |
| 3M | -13.6% | -15.2% | +1.7% | -10.7% |
| 6M | -7.8% | +5.0% | -12.8% | -9.6% |
| YTD | -34.7% | -18.4% | -16.3% | -33.5% |
| 1Y | -34.8% | -2.4% | -32.4% | -36.3% |
| 3Y | -66.7% | +19.8% | -86.5% | -70.0% |
| 5Y | -80.4% | -27.8% | -52.6% | -80.6% |
| 10Y | -50.0% | -42.0% | -8.0% | -52.8% |
| All | +289.5% | +425.0% | -135.6% | +126.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling