+392.9%
BAC vs CHTR
-44.7%
+437.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | -0.7% |
| 7D | 0.0% | -4.1% | +4.1% | +0.9% |
| 30D | -2.8% | -3.0% | +0.2% | -2.6% |
| 3M | +14.2% | +4.8% | +9.5% | +11.5% |
| 6M | +30.5% | -35.0% | +65.6% | +41.4% |
| YTD | +15.8% | -30.2% | +46.0% | +22.3% |
| 1Y | +26.2% | -44.8% | +70.9% | +42.0% |
| 3Y | +136.5% | -66.6% | +203.1% | +198.1% |
| 5Y | +75.9% | -81.5% | +157.4% | +163.5% |
| All | +392.9% | -44.7% | +437.6% | +438.5% |
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 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