+977.1%
BE vs CHTR
-52.5%
+1,029.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -8.1% | +5.3% | -0.1% |
| 7D | +23.9% | -15.8% | +39.7% | +30.8% |
| 30D | +27.8% | -12.7% | +40.5% | +32.1% |
| 3M | +3.7% | -1.1% | +4.8% | +0.6% |
| 6M | +78.0% | -39.9% | +117.9% | +102.2% |
| YTD | +209.9% | -35.9% | +245.8% | +232.8% |
| 1Y | +389.6% | -49.2% | +438.8% | +491.4% |
| 3Y | +1,730.6% | -68.3% | +1,798.9% | +2,550.6% |
| 5Y | +1,227.8% | -83.0% | +1,310.8% | +2,935.8% |
| All | +977.1% | -52.5% | +1,029.6% | +980.0% |
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