-45.9%
CHTR vs BAX
-38.1%
-7.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.3% | +4.2% |
| 7D | -4.1% | -7.9% | +3.8% | -1.4% |
| 30D | -3.0% | -11.7% | +8.7% | +1.3% |
| 3M | +4.8% | +16.2% | -11.4% | -0.5% |
| 6M | -35.0% | +32.0% | -67.0% | -40.8% |
| YTD | -30.2% | +24.7% | -54.9% | -35.9% |
| 1Y | -44.8% | -2.6% | -42.1% | -45.4% |
| 3Y | -66.6% | -35.0% | -31.6% | -63.5% |
| 5Y | -81.5% | -67.6% | -13.9% | -74.3% |
| All | -45.9% | -38.1% | -7.7% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling