-81.6%
CHTR vs BR
+8.0%
-89.6%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.8% |
| 7D | -4.1% | -3.0% | -1.1% | -2.7% |
| 30D | -3.0% | -0.3% | -2.7% | -2.9% |
| 3M | +4.8% | +17.3% | -12.5% | -3.1% |
| 6M | -35.0% | -6.7% | -28.3% | -33.2% |
| YTD | -30.2% | -23.4% | -6.7% | -20.9% |
| 1Y | -44.8% | -32.7% | -12.1% | -33.1% |
| 3Y | -66.6% | -5.9% | -60.6% | -66.3% |
| All | -81.6% | +8.0% | -89.6% | -83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling