+295.4%
CHTR vs BP
+87.4%
+208.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +4.1% |
| 7D | +17.2% | +3.8% | +13.4% | +16.3% |
| 30D | +31.6% | -5.3% | +36.9% | +32.8% |
| 3M | -11.6% | +9.3% | -20.8% | -13.6% |
| 6M | -3.3% | +7.2% | -10.5% | -5.5% |
| YTD | -33.7% | +38.0% | -71.7% | -39.1% |
| 1Y | -32.4% | +33.2% | -65.6% | -37.5% |
| 3Y | -65.9% | +50.3% | -116.2% | -69.7% |
| 5Y | -79.9% | +114.1% | -194.0% | -83.8% |
| 10Y | -49.2% | +140.7% | -189.9% | -62.5% |
| All | +295.4% | +87.4% | +208.0% | +170.6% |
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 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