-46.6%
CHTR vs ALLE
-10.4%
-36.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.3% | +5.3% | +5.1% |
| 7D | -7.1% | -2.8% | -4.4% | -6.0% |
| 30D | -10.9% | -10.2% | -0.7% | -7.0% |
| 3M | +2.0% | +17.4% | -15.4% | -3.1% |
| 6M | -35.9% | +3.3% | -39.3% | -36.2% |
| YTD | -32.7% | -4.2% | -28.4% | -31.9% |
| 1Y | -46.6% | -10.5% | -36.0% | -43.4% |
| All | -46.6% | -10.4% | -36.2% | -43.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling