-45.9%
CHTR vs BBY
+252.7%
-298.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.1% | +0.6% | +2.9% |
| 7D | -4.1% | +0.6% | -4.7% | -4.2% |
| 30D | -3.0% | +9.4% | -12.4% | -5.1% |
| 3M | +4.8% | +19.3% | -14.6% | +0.1% |
| 6M | -35.0% | +47.9% | -82.9% | -41.5% |
| YTD | -30.2% | +39.6% | -69.7% | -36.3% |
| 1Y | -44.8% | +22.2% | -67.0% | -48.0% |
| 3Y | -66.6% | +45.0% | -111.5% | -70.7% |
| 5Y | -81.5% | +2.6% | -84.1% | -82.9% |
| All | -45.9% | +252.7% | -298.6% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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