+2.4%
CHTR vs ALLE
+338.1%
-335.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.1% | -2.5% |
| 7D | +5.4% | +1.6% | +3.8% | +4.7% |
| 30D | +24.0% | +24.1% | -0.1% | +13.1% |
| 3M | -11.7% | +14.8% | -26.5% | -16.8% |
| 6M | -10.3% | +45.9% | -56.2% | -23.8% |
| YTD | -36.5% | +20.7% | -57.2% | -41.8% |
| 1Y | -37.7% | +14.2% | -51.9% | -41.7% |
| 3Y | -67.6% | +90.7% | -158.3% | -76.1% |
| 5Y | -80.8% | +50.6% | -131.3% | -84.6% |
| 10Y | -51.3% | +208.9% | -260.2% | -73.1% |
| All | +2.4% | +338.1% | -335.7% | -50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling