-81.6%
CHTR vs BDX
-2.2%
-79.4%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.3% |
| 7D | -4.1% | -3.2% | -0.9% | -2.6% |
| 30D | -3.0% | -2.5% | -0.4% | -1.8% |
| 3M | +4.8% | +21.4% | -16.6% | -4.7% |
| 6M | -35.0% | +10.4% | -45.4% | -38.1% |
| YTD | -30.2% | +18.8% | -49.0% | -35.9% |
| 1Y | -44.8% | +21.7% | -66.5% | -49.9% |
| 3Y | -66.6% | -10.0% | -56.6% | -65.2% |
| All | -81.6% | -2.2% | -79.4% | -82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 5y: compounded portfolio wealth divided by compounded BDX 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…
5y analysis · Full analysis span regression · 6 months rolling