-45.9%
CHTR vs BP
+137.7%
-183.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | -4.1% | +5.2% | -9.3% | -5.0% |
| 30D | -3.0% | +8.7% | -11.7% | -4.6% |
| 3M | +4.8% | +9.3% | -4.6% | +2.6% |
| 6M | -35.0% | +13.6% | -48.6% | -37.0% |
| YTD | -30.2% | +37.7% | -67.8% | -35.1% |
| 1Y | -44.8% | +40.6% | -85.4% | -49.0% |
| 3Y | -66.6% | +40.3% | -106.9% | -69.4% |
| 5Y | -81.5% | +141.4% | -222.9% | -85.1% |
| All | -45.9% | +137.7% | -183.6% | -56.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling