-45.6%
CHTR vs BR
-14.2%
-31.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.0% | +2.7% | +4.5% |
| 7D | +14.1% | +7.0% | +7.1% | +11.4% |
| 30D | +11.6% | +19.0% | -7.4% | +5.4% |
| 3M | -21.4% | +13.1% | -34.5% | -24.8% |
| 6M | -27.3% | +24.6% | -51.9% | -32.1% |
| YTD | -42.4% | -13.6% | -28.8% | -41.4% |
| 1Y | -45.6% | -13.1% | -32.4% | -44.7% |
| All | -45.6% | -14.2% | -31.3% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling