+334.3%
CHTR vs BIL
+24.9%
+309.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.5% |
| 7D | -1.1% | +0.1% | -1.1% | -0.8% |
| 30D | -0.8% | +0.3% | -1.1% | +0.2% |
| 3M | +17.8% | +0.9% | +16.8% | +20.9% |
| 6M | -34.5% | +1.8% | -36.3% | -31.3% |
| YTD | -27.2% | +2.4% | -29.6% | -22.5% |
| 1Y | -41.4% | +3.7% | -45.2% | -35.8% |
| 3Y | -64.0% | +14.2% | -78.2% | -49.4% |
| 5Y | -81.3% | +19.4% | -100.7% | -70.1% |
| 10Y | -44.1% | +25.2% | -69.3% | -1.0% |
| All | +334.3% | +24.9% | +309.4% | +672.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling