+282.5%
CHTR vs BB
-88.4%
+371.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.5% | -6.6% | -8.0% |
| 7D | -15.8% | +1.8% | -17.6% | -15.9% |
| 30D | -12.7% | -12.2% | -0.4% | -11.9% |
| 3M | -1.1% | -12.3% | +11.2% | -0.6% |
| 6M | -39.9% | +122.7% | -162.6% | -44.2% |
| YTD | -35.9% | +104.5% | -140.3% | -40.0% |
| 1Y | -49.2% | +106.7% | -155.8% | -52.6% |
| 3Y | -68.3% | +70.0% | -138.3% | -70.7% |
| 5Y | -83.0% | -27.8% | -55.2% | -83.6% |
| 10Y | -49.3% | +2.4% | -51.7% | -57.2% |
| All | +282.5% | -88.4% | +371.0% | +248.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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