-10.6%
BA vs CHTR
-46.1%
+35.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.7% | -3.5% | +1.8% |
| 7D | +5.9% | +14.1% | -8.2% | +5.1% |
| 30D | -8.2% | +11.6% | -19.7% | -8.8% |
| 3M | -25.4% | -21.4% | -3.9% | -24.1% |
| 6M | -20.0% | -27.3% | +7.3% | -18.4% |
| YTD | -18.5% | -42.4% | +23.9% | -14.2% |
| 1Y | -10.6% | -45.6% | +34.9% | -4.8% |
| All | -10.6% | -46.1% | +35.4% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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