-81.8%
CHTR vs ALLE
+17.0%
-98.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.8% |
| 7D | -0.3% | +2.8% | -3.1% | -1.4% |
| 30D | -4.5% | -7.6% | +3.2% | -1.0% |
| 3M | +10.2% | +22.8% | -12.5% | +0.5% |
| 6M | -37.2% | +4.6% | -41.8% | -38.7% |
| YTD | -30.2% | -1.2% | -29.0% | -30.3% |
| 1Y | -44.8% | -9.1% | -35.6% | -42.8% |
| 3Y | -65.5% | +50.0% | -115.5% | -72.7% |
| 5Y | -81.8% | +15.2% | -97.0% | -84.8% |
| All | -81.8% | +17.0% | -98.8% | -84.8% |
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