-66.6%
CHTR vs ALM
+1,801.8%
-1,868.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -6.5% | +10.2% | +3.8% |
| 7D | -4.1% | -11.8% | +7.7% | -3.9% |
| 30D | -3.0% | +7.8% | -10.8% | -3.3% |
| 3M | +4.8% | -9.3% | +14.0% | +4.8% |
| 6M | -35.0% | -30.5% | -4.6% | -34.5% |
| YTD | -30.2% | +75.8% | -106.0% | -32.7% |
| 1Y | -44.8% | +241.2% | -286.0% | -48.3% |
| 3Y | -66.6% | +1,872.6% | -1,939.2% | -70.7% |
| All | -66.6% | +1,801.8% | -1,868.3% | -70.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling