-11.7%
CHTR vs BURL
+970.5%
-982.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.4% |
| 3M | -25.0% | -33.5% | +8.5% | -19.3% |
| 6M | -24.6% | -22.1% | -2.5% | -21.6% |
| YTD | -43.4% | -14.6% | -28.9% | -42.4% |
| 1Y | -45.8% | -8.4% | -37.4% | -45.8% |
| 3Y | -71.6% | +86.6% | -158.2% | -75.9% |
| 5Y | -82.9% | -17.2% | -65.7% | -83.7% |
| 10Y | -52.8% | +256.4% | -309.2% | -66.2% |
| All | -11.7% | +970.5% | -982.3% | -45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling