-50.3%
CHTR vs ALLE
+155.7%
-205.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -2.8% | -5.4% | -7.0% |
| 7D | -15.8% | -2.2% | -13.6% | -14.9% |
| 30D | -12.7% | -8.3% | -4.3% | -9.3% |
| 3M | -1.1% | +16.3% | -17.4% | -7.3% |
| 6M | -39.9% | +1.8% | -41.7% | -40.6% |
| YTD | -35.9% | -3.9% | -31.9% | -35.2% |
| 1Y | -49.2% | -10.0% | -39.1% | -47.3% |
| 3Y | -68.3% | +45.8% | -114.1% | -73.7% |
| 5Y | -83.0% | +13.3% | -96.2% | -84.7% |
| All | -50.3% | +155.7% | -205.9% | -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