-3.5%
BA vs CHTR
-83.3%
+79.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -8.1% | +6.1% | -0.5% |
| 7D | -1.2% | -15.8% | +14.6% | +2.0% |
| 30D | -11.3% | -12.7% | +1.3% | -9.3% |
| 3M | -3.8% | -1.1% | -2.7% | -4.4% |
| 6M | -8.3% | -39.9% | +31.7% | -0.7% |
| YTD | -4.9% | -35.9% | +30.9% | +1.1% |
| 1Y | -10.1% | -49.2% | +39.1% | +0.8% |
| 3Y | -2.3% | -68.3% | +66.0% | +19.0% |
| 5Y | -3.5% | -83.0% | +79.4% | +45.5% |
| All | -3.5% | -83.3% | +79.8% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling