-45.9%
CHTR vs BN
+265.2%
-311.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.5% |
| 7D | -4.1% | -5.2% | +1.1% | -2.0% |
| 30D | -3.0% | -14.5% | +11.5% | +3.4% |
| 3M | +4.8% | -15.0% | +19.8% | +11.8% |
| 6M | -35.0% | -5.4% | -29.6% | -33.7% |
| YTD | -30.2% | -16.4% | -13.7% | -25.4% |
| 1Y | -44.8% | -16.2% | -28.5% | -41.1% |
| 3Y | -66.6% | +67.5% | -134.1% | -73.4% |
| 5Y | -81.5% | +34.1% | -115.6% | -84.4% |
| All | -45.9% | +265.2% | -311.0% | -68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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