-62.8%
CHTR vs BURL
+63.9%
-126.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | +0.1% |
| 7D | -1.1% | -2.8% | +1.7% | -0.7% |
| 30D | -0.8% | -28.2% | +27.4% | +3.9% |
| 3M | +17.8% | -17.6% | +35.4% | +20.8% |
| 6M | -34.5% | -11.8% | -22.7% | -33.8% |
| YTD | -27.2% | -8.1% | -19.0% | -27.0% |
| 1Y | -41.4% | -12.0% | -29.5% | -41.1% |
| All | -62.8% | +63.9% | -126.8% | -66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling