-45.9%
CHTR vs BG
+166.7%
-212.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.7% | +5.5% | +4.0% |
| 7D | -4.1% | +3.1% | -7.2% | -4.7% |
| 30D | -3.0% | +10.2% | -13.2% | -4.8% |
| 3M | +4.8% | -1.7% | +6.4% | +4.8% |
| 6M | -35.0% | +1.0% | -36.0% | -35.5% |
| YTD | -30.2% | +39.9% | -70.1% | -35.2% |
| 1Y | -44.8% | +53.2% | -98.0% | -49.8% |
| 3Y | -66.6% | +16.3% | -82.8% | -68.2% |
| 5Y | -81.5% | +83.9% | -165.3% | -84.3% |
| All | -45.9% | +166.7% | -212.5% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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