-80.0%
CHTR vs BURL
-10.8%
-69.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.6% | +7.9% | +5.0% |
| 7D | +17.2% | -1.6% | +18.8% | +17.5% |
| 30D | +31.6% | -7.7% | +39.4% | +33.6% |
| 3M | -11.6% | -31.7% | +20.1% | -5.1% |
| 6M | -3.3% | -15.2% | +11.9% | -1.1% |
| YTD | -33.7% | -15.9% | -17.8% | -32.4% |
| 1Y | -32.4% | -14.2% | -18.2% | -31.6% |
| 3Y | -65.9% | +93.5% | -159.5% | -72.2% |
| All | -80.0% | -10.8% | -69.2% | -81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling