-80.0%
CHTR vs BP
+113.6%
-193.6%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +4.2% |
| 7D | +17.2% | +3.8% | +13.4% | +16.6% |
| 30D | +31.6% | -5.3% | +36.9% | +32.4% |
| 3M | -11.6% | +9.3% | -20.8% | -13.0% |
| 6M | -3.3% | +7.2% | -10.5% | -4.8% |
| YTD | -33.7% | +38.0% | -71.7% | -37.9% |
| 1Y | -32.4% | +33.2% | -65.6% | -36.4% |
| 3Y | -65.9% | +50.3% | -116.2% | -69.0% |
| All | -80.0% | +113.6% | -193.6% | -82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling