-2.8%
BLK vs CHTR
-44.4%
+41.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.1% | +1.3% |
| 7D | -3.3% | -4.1% | +0.8% | -3.0% |
| 30D | -6.5% | -3.0% | -3.6% | -6.4% |
| 3M | +6.7% | +4.8% | +2.0% | +6.1% |
| 6M | +14.7% | -35.0% | +49.8% | +17.3% |
| YTD | +2.5% | -30.2% | +32.7% | +3.5% |
| 1Y | -2.8% | -44.8% | +42.0% | +5.3% |
| All | -2.8% | -44.4% | +41.6% | +5.3% |
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