-45.9%
CHTR vs BIL
+25.3%
-71.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | -4.1% | +0.1% | -4.1% | -4.0% |
| 30D | -3.0% | +0.3% | -3.3% | -2.6% |
| 3M | +4.8% | +0.9% | +3.8% | +5.7% |
| 6M | -35.0% | +1.8% | -36.9% | -34.1% |
| YTD | -30.2% | +2.5% | -32.7% | -29.0% |
| 1Y | -44.8% | +3.7% | -48.5% | -43.6% |
| 3Y | -66.6% | +14.1% | -80.7% | -62.0% |
| 5Y | -81.5% | +19.5% | -100.9% | -77.4% |
| All | -45.9% | +25.3% | -71.2% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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