-45.6%
CHTR vs ALM
+44.8%
-90.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.2% | +4.5% | +5.7% |
| 7D | +14.1% | -6.4% | +20.5% | +13.8% |
| 30D | +11.6% | -35.0% | +46.6% | +9.9% |
| 3M | -21.4% | -33.8% | +12.4% | -22.7% |
| 6M | -27.3% | -55.0% | +27.7% | -27.9% |
| YTD | -42.4% | -0.2% | -42.2% | -42.2% |
| 1Y | -45.6% | +41.8% | -87.3% | -44.7% |
| All | -45.6% | +44.8% | -90.4% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling