+301.6%
CHTR vs BND
+48.1%
+253.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.6% | +5.6% | +5.3% |
| 7D | -7.1% | -0.9% | -6.2% | -6.8% |
| 30D | -10.9% | -1.0% | -9.9% | -10.5% |
| 3M | +2.0% | -1.2% | +3.2% | +2.6% |
| 6M | -35.9% | -2.0% | -33.9% | -35.3% |
| YTD | -32.7% | -1.2% | -31.5% | -32.3% |
| 1Y | -46.6% | -0.5% | -46.1% | -46.4% |
| 3Y | -66.7% | +12.4% | -79.1% | -68.0% |
| 5Y | -82.1% | -2.5% | -79.7% | -82.9% |
| 10Y | -46.8% | +15.0% | -61.7% | -43.0% |
| All | +301.6% | +48.1% | +253.5% | +435.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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