-45.8%
CHTR vs BURL
+206.3%
-252.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.7% | -0.4% | -3.4% |
| 7D | -0.3% | -2.6% | +2.3% | +0.2% |
| 30D | -4.5% | -30.8% | +26.3% | +2.4% |
| 3M | +10.2% | -18.7% | +28.9% | +14.4% |
| 6M | -37.2% | -16.4% | -20.8% | -35.5% |
| YTD | -30.2% | -11.6% | -18.6% | -29.3% |
| 1Y | -44.8% | -12.0% | -32.8% | -44.3% |
| 3Y | -65.5% | +63.6% | -129.1% | -70.3% |
| 5Y | -81.8% | -12.6% | -69.2% | -82.8% |
| 10Y | -45.8% | +206.5% | -252.3% | -59.1% |
| All | -45.8% | +206.3% | -252.1% | -59.1% |
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