-82.1%
CHTR vs ALM
+856.4%
-938.6%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -9.6% | +14.6% | +5.2% |
| 7D | -7.1% | -7.1% | 0.0% | -7.0% |
| 30D | -10.9% | +24.7% | -35.5% | -11.5% |
| 3M | +2.0% | +8.3% | -6.3% | +1.4% |
| 6M | -35.9% | -22.2% | -13.7% | -35.7% |
| YTD | -32.7% | +88.1% | -120.7% | -34.9% |
| 1Y | -46.6% | +272.4% | -318.9% | -49.7% |
| 3Y | -66.7% | +2,004.1% | -2,070.9% | -70.7% |
| 5Y | -82.1% | +915.8% | -997.9% | -84.1% |
| All | -82.1% | +856.4% | -938.6% | -84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling