-67.7%
CHTR vs BP
+38.8%
-106.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.9% | +4.1% | +4.9% |
| 7D | -7.1% | +5.7% | -12.9% | -7.6% |
| 30D | -10.9% | +8.1% | -18.9% | -11.6% |
| 3M | +2.0% | +8.6% | -6.6% | +0.9% |
| 6M | -35.9% | +18.1% | -54.0% | -37.6% |
| YTD | -32.7% | +37.6% | -70.3% | -36.2% |
| 1Y | -46.6% | +39.4% | -86.0% | -49.6% |
| All | -67.7% | +38.8% | -106.6% | -69.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling