+316.4%
CHTR vs BP
+82.0%
+234.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.4% | -6.6% | -4.6% |
| 7D | -0.3% | +0.9% | -1.2% | -0.5% |
| 30D | -4.5% | +9.1% | -13.6% | -6.4% |
| 3M | +10.2% | +3.9% | +6.3% | +8.8% |
| 6M | -37.2% | +13.6% | -50.9% | -39.5% |
| YTD | -30.2% | +34.0% | -64.2% | -35.3% |
| 1Y | -44.8% | +39.2% | -83.9% | -49.4% |
| 3Y | -65.5% | +36.4% | -101.9% | -68.6% |
| 5Y | -81.8% | +135.8% | -217.6% | -85.7% |
| 10Y | -45.8% | +125.0% | -170.8% | -59.2% |
| All | +316.4% | +82.0% | +234.4% | +187.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling