-67.3%
CHTR vs ALLE
+92.8%
-160.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.5% | +11.2% | +10.8% |
| 7D | +17.8% | +0.1% | +17.7% | +17.7% |
| 30D | +29.7% | +25.9% | +3.8% | +18.6% |
| 3M | -12.5% | +14.9% | -27.4% | -17.3% |
| 6M | -13.4% | +42.1% | -55.5% | -24.1% |
| YTD | -35.8% | +20.4% | -56.2% | -40.5% |
| 1Y | -36.3% | +14.9% | -51.2% | -40.0% |
| 3Y | -67.3% | +90.1% | -157.4% | -75.9% |
| All | -67.3% | +92.8% | -160.1% | -75.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling