-83.0%
CHTR vs BURL
-17.2%
-65.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.6% | -4.6% | -5.9% |
| 7D | +5.9% | +4.1% | +1.8% | +5.1% |
| 30D | +10.4% | -9.5% | +19.9% | +12.5% |
| 3M | -25.0% | -33.5% | +8.5% | -19.1% |
| 6M | -24.6% | -22.1% | -2.5% | -21.5% |
| YTD | -43.4% | -14.6% | -28.9% | -42.5% |
| 1Y | -45.8% | -8.4% | -37.4% | -45.9% |
| 3Y | -71.6% | +86.6% | -158.2% | -76.5% |
| All | -83.0% | -17.2% | -65.8% | -83.9% |
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