-65.9%
CHTR vs BP
+51.6%
-117.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +4.2% |
| 7D | +17.2% | +3.8% | +13.4% | +16.8% |
| 30D | +31.6% | -5.3% | +36.9% | +32.1% |
| 3M | -11.6% | +9.3% | -20.8% | -12.6% |
| 6M | -3.3% | +7.2% | -10.5% | -4.5% |
| YTD | -33.7% | +38.0% | -71.7% | -37.6% |
| 1Y | -32.4% | +33.2% | -65.6% | -36.0% |
| 3Y | -65.9% | +50.3% | -116.2% | -68.6% |
| All | -65.9% | +51.6% | -117.5% | -68.6% |
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