-81.6%
CHTR vs IBN
+58.3%
-139.9%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +3.1% |
| 7D | -4.1% | -3.0% | -1.1% | -3.1% |
| 30D | -3.0% | -1.5% | -1.5% | -2.4% |
| 3M | +4.8% | +7.9% | -3.2% | +2.5% |
| 6M | -35.0% | +8.6% | -43.7% | -36.5% |
| YTD | -30.2% | -0.6% | -29.6% | -30.2% |
| 1Y | -44.8% | -7.3% | -37.4% | -43.7% |
| 3Y | -66.6% | +26.2% | -92.8% | -69.2% |
| All | -81.6% | +58.3% | -139.9% | -84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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