+273.9%
CHTR vs BAH
+878.1%
-604.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +0.1% | -8.3% | -8.2% |
| 7D | -15.8% | -1.3% | -14.5% | -15.5% |
| 30D | -12.7% | -6.6% | -6.0% | -11.2% |
| 3M | -1.1% | -7.2% | +6.1% | +0.4% |
| 6M | -39.9% | -10.0% | -29.9% | -38.6% |
| YTD | -35.9% | -12.5% | -23.4% | -34.4% |
| 1Y | -49.2% | -27.9% | -21.2% | -45.7% |
| 3Y | -68.3% | -31.4% | -36.9% | -67.0% |
| 5Y | -83.0% | -3.2% | -79.7% | -84.2% |
| 10Y | -49.3% | +191.5% | -240.8% | -65.2% |
| All | +273.9% | +878.1% | -604.2% | +81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling