+283.5%
BA vs CHTR
+283.0%
+0.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.6% | -10.0% | -2.4% |
| 7D | 0.0% | +17.8% | -17.8% | -4.9% |
| 30D | -8.9% | +29.7% | -38.6% | -16.0% |
| 3M | -25.5% | -12.5% | -13.0% | -23.6% |
| 6M | -27.0% | -13.4% | -13.5% | -25.7% |
| YTD | -20.1% | -35.8% | +15.6% | -13.4% |
| 1Y | -11.0% | -36.3% | +25.3% | -3.4% |
| 3Y | -11.8% | -67.3% | +55.5% | +13.1% |
| 5Y | -20.6% | -80.9% | +60.2% | +20.8% |
| 10Y | +26.6% | -50.5% | +77.1% | +38.8% |
| All | +283.5% | +283.0% | +0.5% | +115.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling