-81.0%
CHTR vs BROS
+35.1%
-116.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.6% |
| 7D | -4.1% | -5.8% | +1.7% | -3.6% |
| 30D | -3.0% | -14.0% | +11.0% | -1.7% |
| 3M | +4.8% | -32.5% | +37.3% | +7.8% |
| 6M | -35.0% | -14.9% | -20.1% | -34.8% |
| YTD | -30.2% | -28.3% | -1.9% | -28.9% |
| 1Y | -44.8% | -34.0% | -10.8% | -43.5% |
| 3Y | -66.6% | +63.0% | -129.5% | -69.4% |
| All | -81.0% | +35.1% | -116.0% | -82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 all: compounded portfolio wealth divided by compounded BROS 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…
all analysis · Full analysis span regression · 6 months rolling