+282.5%
CHTR vs BAX
+5.6%
+277.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.9% | -6.2% | -7.5% |
| 7D | -15.8% | -5.1% | -10.7% | -14.2% |
| 30D | -12.7% | -12.2% | -0.5% | -8.4% |
| 3M | -1.1% | +21.8% | -22.9% | -7.9% |
| 6M | -39.9% | +36.3% | -76.2% | -46.2% |
| YTD | -35.9% | +27.8% | -63.7% | -41.9% |
| 1Y | -49.2% | -0.1% | -49.1% | -50.2% |
| 3Y | -68.3% | -33.3% | -35.0% | -65.6% |
| 5Y | -83.0% | -67.1% | -15.9% | -76.2% |
| 10Y | -49.3% | -36.9% | -12.4% | -46.7% |
| All | +282.5% | +5.6% | +277.0% | +215.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling