-66.6%
CHTR vs BAX
-35.4%
-31.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.3% | +4.1% |
| 7D | -4.1% | -7.9% | +3.8% | -1.9% |
| 30D | -3.0% | -11.7% | +8.7% | +0.5% |
| 3M | +4.8% | +16.2% | -11.4% | +0.6% |
| 6M | -35.0% | +32.0% | -67.0% | -39.6% |
| YTD | -30.2% | +24.7% | -54.9% | -34.7% |
| 1Y | -44.8% | -2.6% | -42.1% | -45.7% |
| 3Y | -66.6% | -35.0% | -31.6% | -65.2% |
| All | -66.6% | -35.4% | -31.2% | -65.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling