+334.3%
CHTR vs ALK
+438.0%
-103.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.1% |
| 7D | -1.1% | -0.7% | -0.4% | -0.9% |
| 30D | -0.8% | -19.2% | +18.5% | +3.7% |
| 3M | +17.8% | -1.5% | +19.3% | +17.4% |
| 6M | -34.5% | -13.1% | -21.4% | -33.6% |
| YTD | -27.2% | -16.4% | -10.8% | -26.0% |
| 1Y | -41.4% | -33.1% | -8.4% | -37.8% |
| 3Y | -64.0% | +0.6% | -64.6% | -66.2% |
| 5Y | -81.3% | -26.4% | -54.9% | -81.6% |
| 10Y | -44.1% | -34.2% | -9.9% | -48.6% |
| All | +334.3% | +438.0% | -103.7% | +151.6% |
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