-66.6%
CHTR vs BWA
+70.7%
-137.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.2% | +3.5% |
| 7D | -4.1% | -1.3% | -2.8% | -3.9% |
| 30D | -3.0% | -2.9% | 0.0% | -2.6% |
| 3M | +4.8% | -10.7% | +15.5% | +6.6% |
| 6M | -35.0% | +26.5% | -61.5% | -39.1% |
| YTD | -30.2% | +49.1% | -79.3% | -38.8% |
| 1Y | -44.8% | +52.1% | -96.8% | -52.1% |
| 3Y | -66.6% | +72.6% | -139.1% | -73.5% |
| All | -66.6% | +70.7% | -137.3% | -73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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