+404.5%
BAC vs CHTR
+316.4%
+88.1%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +0.8% |
| 7D | +1.2% | -0.3% | +1.5% | +1.0% |
| 30D | -0.7% | -4.5% | +3.7% | +0.1% |
| 3M | +16.9% | +10.2% | +6.7% | +11.8% |
| 6M | +29.6% | -37.2% | +66.8% | +44.5% |
| YTD | +15.3% | -30.2% | +45.4% | +23.3% |
| 1Y | +28.8% | -44.8% | +73.6% | +48.6% |
| 3Y | +136.4% | -65.5% | +201.9% | +205.8% |
| 5Y | +72.9% | -81.8% | +154.7% | +178.3% |
| 10Y | +391.8% | -45.8% | +437.5% | +376.6% |
| All | +404.5% | +316.4% | +88.1% | +47.5% |
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 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