-44.1%
CHTR vs BP
+32.5%
-76.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.0% | +6.7% | +4.5% |
| 7D | +15.5% | -11.2% | +26.7% | +14.5% |
| 30D | +15.9% | -0.7% | +16.5% | +15.5% |
| 3M | -17.8% | +9.8% | -27.6% | -17.4% |
| 6M | -20.5% | -1.6% | -18.9% | -20.4% |
| YTD | -39.7% | +33.5% | -73.2% | -38.7% |
| 1Y | -44.1% | +31.7% | -75.8% | -44.5% |
| All | -44.1% | +32.5% | -76.6% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 1y: compounded portfolio wealth divided by compounded BP 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…
1y analysis · Full analysis span regression · 6 months rolling