-80.9%
CHTR vs ALLE
+53.5%
-134.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.5% | +11.2% | +10.9% |
| 7D | +17.8% | +0.1% | +17.7% | +17.7% |
| 30D | +29.7% | +25.9% | +3.8% | +16.7% |
| 3M | -12.5% | +14.9% | -27.4% | -18.0% |
| 6M | -13.4% | +42.1% | -55.5% | -26.3% |
| YTD | -35.8% | +20.4% | -56.2% | -41.5% |
| 1Y | -36.3% | +14.9% | -51.2% | -40.7% |
| 3Y | -67.3% | +90.1% | -157.4% | -76.9% |
| 5Y | -80.9% | +53.0% | -133.9% | -85.6% |
| All | -80.9% | +53.5% | -134.4% | -85.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling