+301.6%
CHTR vs BTI
+345.1%
-43.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.0% | +4.0% | +4.7% |
| 7D | -7.1% | -2.0% | -5.2% | -6.5% |
| 30D | -10.9% | -3.4% | -7.4% | -9.8% |
| 3M | +2.0% | -9.0% | +11.0% | +5.2% |
| 6M | -35.9% | -5.0% | -30.9% | -35.0% |
| YTD | -32.7% | -0.3% | -32.3% | -33.0% |
| 1Y | -46.6% | +3.1% | -49.7% | -47.5% |
| 3Y | -66.7% | +111.0% | -177.7% | -74.5% |
| 5Y | -82.1% | +117.0% | -199.2% | -86.6% |
| 10Y | -46.8% | +73.9% | -120.7% | -59.3% |
| All | +301.6% | +345.1% | -43.5% | +133.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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