+590.1%
BLK vs CHTR
+316.5%
+273.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.1% | +0.5% |
| 7D | -3.3% | -4.1% | +0.8% | -2.2% |
| 30D | -6.5% | -3.0% | -3.6% | -6.2% |
| 3M | +6.7% | +4.8% | +2.0% | +3.6% |
| 6M | +14.7% | -35.0% | +49.8% | +26.2% |
| YTD | +2.5% | -30.2% | +32.7% | +9.3% |
| 1Y | -2.8% | -44.8% | +42.0% | +11.9% |
| 3Y | +65.9% | -66.6% | +132.4% | +115.7% |
| 5Y | +33.0% | -81.5% | +114.5% | +110.2% |
| 10Y | +281.2% | -44.8% | +326.0% | +289.1% |
| All | +590.1% | +316.5% | +273.6% | +177.8% |
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 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