+316.4%
CHTR vs BN
+993.7%
-677.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.5% | -3.1% |
| 7D | -0.3% | -1.2% | +0.9% | +0.1% |
| 30D | -4.5% | -10.9% | +6.4% | +0.1% |
| 3M | +10.2% | -11.1% | +21.3% | +15.5% |
| 6M | -37.2% | -4.4% | -32.9% | -36.3% |
| YTD | -30.2% | -14.1% | -16.0% | -26.2% |
| 1Y | -44.8% | -11.1% | -33.7% | -42.6% |
| 3Y | -65.5% | +75.6% | -141.1% | -73.2% |
| 5Y | -81.8% | +35.8% | -117.6% | -84.7% |
| 10Y | -45.8% | +261.6% | -307.3% | -70.5% |
| All | +316.4% | +993.7% | -677.3% | +56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling