-12.3%
BA vs CHTR
-36.4%
+24.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -1.6% |
| 7D | -0.6% | +5.4% | -6.0% | -0.9% |
| 30D | -8.0% | +24.0% | -32.1% | -9.2% |
| 3M | -25.8% | -11.7% | -14.1% | -25.0% |
| 6M | -27.6% | -10.3% | -17.3% | -27.0% |
| YTD | -21.0% | -36.5% | +15.5% | -17.1% |
| 1Y | -12.3% | -37.7% | +25.5% | -7.8% |
| All | -12.3% | -36.4% | +24.2% | -7.8% |
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