-82.1%
CHTR vs BAH
+1.2%
-83.4%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.8% | +0.2% | +4.1% |
| 7D | -7.1% | +2.4% | -9.6% | -7.6% |
| 30D | -10.9% | -2.9% | -7.9% | -10.4% |
| 3M | +2.0% | -1.3% | +3.4% | +2.0% |
| 6M | -35.9% | -0.9% | -35.0% | -36.1% |
| YTD | -32.7% | -8.2% | -24.4% | -32.2% |
| 1Y | -46.6% | -24.0% | -22.6% | -44.7% |
| 3Y | -66.7% | -28.1% | -38.6% | -67.0% |
| 5Y | -82.1% | +2.5% | -84.6% | -83.7% |
| All | -82.1% | +1.2% | -83.4% | -83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 5y: compounded portfolio wealth divided by compounded BAH 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…
5y analysis · Full analysis span regression · 6 months rolling