-41.4%
CHTR vs BR
-29.1%
-12.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +1.4% |
| 7D | -1.1% | -5.3% | +4.2% | +0.6% |
| 30D | -0.8% | +6.4% | -7.2% | -2.9% |
| 3M | +17.8% | +13.6% | +4.1% | +13.2% |
| 6M | -34.5% | -6.7% | -27.8% | -34.2% |
| YTD | -27.2% | -21.1% | -6.1% | -22.5% |
| 1Y | -41.4% | -29.6% | -11.9% | -33.5% |
| All | -41.4% | -29.1% | -12.4% | -33.5% |
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