+316.5%
CHTR vs BNY
+750.7%
-434.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | -4.1% | -1.3% | -2.8% | -3.6% |
| 30D | -3.0% | -0.2% | -2.8% | -2.9% |
| 3M | +4.8% | +14.9% | -10.2% | -0.7% |
| 6M | -35.0% | +40.0% | -75.0% | -42.6% |
| YTD | -30.2% | +42.0% | -72.1% | -38.8% |
| 1Y | -44.8% | +56.9% | -101.6% | -53.3% |
| 3Y | -66.6% | +289.9% | -356.4% | -79.7% |
| 5Y | -81.5% | +259.2% | -340.7% | -88.6% |
| 10Y | -44.8% | +413.3% | -458.1% | -72.0% |
| All | +316.5% | +750.7% | -434.2% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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