+23.8%
CHTR vs ALM
+8,394.4%
-8,370.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +8.8% | -12.9% | -4.1% |
| 7D | -0.3% | +8.4% | -8.7% | -0.3% |
| 30D | -4.5% | +34.8% | -39.3% | -4.6% |
| 3M | +10.2% | +16.2% | -6.0% | +10.2% |
| 6M | -37.2% | +2.1% | -39.4% | -37.3% |
| YTD | -30.2% | +117.0% | -147.2% | -30.4% |
| 1Y | -44.8% | +313.9% | -358.6% | -45.0% |
| 3Y | -65.5% | +2,327.9% | -2,393.4% | -65.8% |
| 5Y | -81.8% | +1,040.6% | -1,122.4% | -81.9% |
| 10Y | -45.8% | +3,219.4% | -3,265.2% | -46.4% |
| All | +23.8% | +8,394.4% | -8,370.6% | +21.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling