-50.0%
CHTR vs ALLE
+212.2%
-262.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.8% | +1.3% |
| 7D | +13.4% | -0.8% | +14.2% | +13.7% |
| 30D | +33.0% | +27.4% | +5.7% | +20.1% |
| 3M | -13.6% | +13.8% | -27.4% | -18.2% |
| 6M | -7.8% | +45.5% | -53.3% | -21.4% |
| YTD | -34.7% | +21.4% | -56.1% | -40.3% |
| 1Y | -34.8% | +15.4% | -50.2% | -39.2% |
| 3Y | -66.7% | +91.7% | -158.4% | -75.4% |
| 5Y | -80.4% | +54.5% | -134.9% | -84.5% |
| 10Y | -50.0% | +210.5% | -260.5% | -69.9% |
| All | -50.0% | +212.2% | -262.1% | -69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling