-45.9%
CHTR vs BBWI
-55.0%
+9.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.4% | -2.7% | +2.7% |
| 7D | -4.1% | -4.8% | +0.7% | -3.3% |
| 30D | -3.0% | +3.5% | -6.4% | -3.6% |
| 3M | +4.8% | -0.3% | +5.1% | +4.5% |
| 6M | -35.0% | -5.4% | -29.7% | -34.9% |
| YTD | -30.2% | -4.7% | -25.4% | -30.4% |
| 1Y | -44.8% | -30.5% | -14.3% | -42.7% |
| 3Y | -66.6% | -44.3% | -22.2% | -65.1% |
| 5Y | -81.5% | -66.9% | -14.6% | -79.8% |
| All | -45.9% | -55.0% | +9.1% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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