-45.9%
CHTR vs BRKR
+155.3%
-201.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.8% |
| 7D | -4.1% | -8.7% | +4.6% | -2.4% |
| 30D | -3.0% | -9.9% | +6.9% | -1.2% |
| 3M | +4.8% | -3.1% | +7.9% | +3.4% |
| 6M | -35.0% | +45.5% | -80.5% | -42.2% |
| YTD | -30.2% | +13.7% | -43.9% | -34.7% |
| 1Y | -44.8% | +67.4% | -112.2% | -53.1% |
| 3Y | -66.6% | -13.2% | -53.3% | -68.4% |
| 5Y | -81.5% | -39.5% | -42.0% | -81.2% |
| All | -45.9% | +155.3% | -201.2% | -62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 10y: compounded portfolio wealth divided by compounded BRKR 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…
10y analysis · Full analysis span regression · 6 months rolling