-55.1%
CHTR vs BURL
+261.4%
-316.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.2% | -1.6% | +1.8% |
| 7D | +4.9% | +7.7% | -2.8% | +3.4% |
| 30D | +17.2% | -7.1% | +24.4% | +18.9% |
| 3M | -20.6% | -30.3% | +9.7% | -15.1% |
| 6M | -21.7% | -15.5% | -6.2% | -19.8% |
| YTD | -41.9% | -11.0% | -31.0% | -41.4% |
| 1Y | -44.9% | -8.4% | -36.4% | -44.8% |
| 3Y | -70.0% | +96.7% | -166.7% | -75.1% |
| 5Y | -82.6% | -14.1% | -68.5% | -83.6% |
| 10Y | -55.1% | +255.1% | -310.1% | -66.7% |
| All | -55.1% | +261.4% | -316.5% | -66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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