-45.9%
CHTR vs BNS
+188.9%
-234.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.4% |
| 7D | -4.1% | -0.4% | -3.7% | -3.9% |
| 30D | -3.0% | +3.5% | -6.4% | -4.4% |
| 3M | +4.8% | +14.1% | -9.3% | -1.3% |
| 6M | -35.0% | +33.8% | -68.8% | -42.9% |
| YTD | -30.2% | +29.5% | -59.6% | -37.9% |
| 1Y | -44.8% | +48.4% | -93.2% | -53.8% |
| 3Y | -66.6% | +129.6% | -196.2% | -77.1% |
| 5Y | -81.5% | +96.1% | -177.6% | -86.6% |
| All | -45.9% | +188.9% | -234.8% | -67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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