-44.1%
CHTR vs BRO
-4.7%
-39.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.7% | +4.0% | +4.3% |
| 7D | +15.5% | +9.9% | +5.5% | +9.6% |
| 30D | +15.9% | +22.3% | -6.5% | +3.6% |
| 3M | -17.8% | +5.3% | -23.2% | -20.3% |
| 6M | -20.5% | +30.3% | -50.8% | -31.1% |
| YTD | -39.7% | -5.7% | -34.0% | -40.1% |
| 1Y | -44.1% | -3.5% | -40.6% | -45.2% |
| All | -44.1% | -4.7% | -39.4% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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