+17.3%
CHTR vs ALLE
+260.9%
-243.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | 0.0% |
| 7D | -1.1% | -0.2% | -0.8% | -0.9% |
| 30D | -0.8% | -6.8% | +6.0% | +2.3% |
| 3M | +17.8% | +21.0% | -3.3% | +8.4% |
| 6M | -34.5% | +1.1% | -35.6% | -35.1% |
| YTD | -27.2% | -0.5% | -26.7% | -27.6% |
| 1Y | -41.4% | -7.3% | -34.2% | -40.1% |
| 3Y | -64.0% | +42.3% | -106.3% | -69.9% |
| 5Y | -81.3% | +13.5% | -94.7% | -83.1% |
| 10Y | -44.1% | +144.0% | -188.1% | -65.8% |
| All | +17.3% | +260.9% | -243.5% | -38.1% |
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