+360.5%
BE vs CHTR
-41.9%
+402.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.4% | +7.0% | +7.5% |
| 7D | +20.0% | -1.1% | +21.0% | +19.7% |
| 30D | +7.9% | -0.8% | +8.7% | +8.3% |
| 3M | -13.2% | +17.8% | -31.0% | -8.0% |
| 6M | +53.5% | -34.5% | +87.9% | +49.6% |
| YTD | +191.0% | -27.2% | +218.2% | +202.7% |
| 1Y | +360.5% | -41.4% | +401.9% | +451.8% |
| All | +360.5% | -41.9% | +402.5% | +451.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling