-80.5%
CHTR vs BTDR
+15.3%
-95.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -6.5% | +11.5% | +5.1% |
| 7D | -7.1% | -3.2% | -4.0% | -7.1% |
| 30D | -10.9% | +32.7% | -43.5% | -11.5% |
| 3M | +2.0% | -28.4% | +30.4% | +2.6% |
| 6M | -35.9% | +51.7% | -87.6% | -37.3% |
| YTD | -32.7% | +2.9% | -35.5% | -33.5% |
| 1Y | -46.6% | -15.5% | -31.1% | -47.1% |
| 3Y | -66.7% | 0.0% | -66.7% | -67.4% |
| 5Y | -82.1% | +16.5% | -98.6% | -83.1% |
| All | -80.5% | +15.3% | -95.8% | -81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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