+1,864.5%
BKNG vs CHTR
+301.6%
+1,562.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.0% | -4.5% | -0.8% |
| 7D | -10.7% | -7.1% | -3.5% | -8.9% |
| 30D | -18.1% | -10.9% | -7.2% | -15.8% |
| 3M | +8.5% | +2.0% | +6.5% | +7.3% |
| 6M | -0.1% | -35.9% | +35.9% | +9.1% |
| YTD | -18.2% | -32.7% | +14.4% | -12.3% |
| 1Y | -19.9% | -46.6% | +26.7% | -8.6% |
| 3Y | +41.6% | -66.7% | +108.3% | +77.3% |
| 5Y | +93.1% | -82.1% | +175.3% | +184.7% |
| 10Y | +214.8% | -46.8% | +261.6% | +226.9% |
| All | +1,864.5% | +301.6% | +1,562.9% | +1,053.9% |
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