+120.2%
BKR vs CHTR
-44.7%
+164.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.3% | -1.3% |
| 7D | -7.0% | -4.1% | -2.9% | -6.4% |
| 30D | -8.1% | -3.0% | -5.2% | -8.0% |
| 3M | -6.6% | +4.8% | -11.4% | -8.5% |
| 6M | +0.9% | -35.0% | +35.9% | +7.6% |
| YTD | +31.1% | -30.2% | +61.3% | +36.5% |
| 1Y | +27.7% | -44.8% | +72.5% | +41.2% |
| 3Y | +71.2% | -66.6% | +137.8% | +110.2% |
| 5Y | +177.6% | -81.5% | +259.1% | +302.2% |
| All | +120.2% | -44.7% | +164.9% | +133.1% |
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