+1,976.2%
BX vs CHTR
+301.6%
+1,674.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.0% | -7.8% | -4.7% |
| 7D | -8.9% | -7.1% | -1.8% | -6.5% |
| 30D | -14.8% | -10.9% | -3.9% | -11.6% |
| 3M | +6.9% | +2.0% | +4.9% | +4.2% |
| 6M | +16.3% | -35.9% | +52.2% | +31.6% |
| YTD | -16.1% | -32.7% | +16.6% | -7.5% |
| 1Y | -26.8% | -46.6% | +19.8% | -11.6% |
| 3Y | +22.4% | -66.7% | +89.2% | +70.4% |
| 5Y | +16.0% | -82.1% | +98.2% | +105.7% |
| 10Y | +646.9% | -46.8% | +693.7% | +717.7% |
| All | +1,976.2% | +301.6% | +1,674.6% | +770.3% |
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 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