+23.3%
BA vs CHTR
-49.2%
+72.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -1.2% |
| 7D | -1.1% | +17.2% | -18.3% | -5.6% |
| 30D | -7.1% | +31.6% | -38.8% | -14.7% |
| 3M | -25.5% | -11.6% | -14.0% | -23.7% |
| 6M | -28.7% | -3.3% | -25.5% | -29.7% |
| YTD | -21.0% | -33.7% | +12.7% | -15.0% |
| 1Y | -11.9% | -32.4% | +20.6% | -5.9% |
| 3Y | -16.2% | -65.9% | +49.8% | +7.9% |
| 5Y | -22.4% | -79.9% | +57.5% | +24.3% |
| All | +23.3% | -49.2% | +72.5% | +38.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling