+369.5%
BA vs CHTR
+334.3%
+35.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +1.2% | -1.1% | +2.2% | +1.3% |
| 30D | -11.6% | -0.8% | -10.9% | -11.8% |
| 3M | -2.4% | +17.8% | -20.2% | -8.3% |
| 6M | -6.6% | -34.5% | +27.9% | +2.5% |
| YTD | -2.2% | -27.2% | +24.9% | +3.2% |
| 1Y | -8.0% | -41.4% | +33.4% | +3.8% |
| 3Y | -5.0% | -64.0% | +59.0% | +19.3% |
| 5Y | -2.7% | -81.3% | +78.6% | +52.2% |
| 10Y | +75.9% | -44.1% | +120.0% | +87.7% |
| All | +369.5% | +334.3% | +35.2% | +156.6% |
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