+316.5%
CHTR vs IFF
+189.6%
+126.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.9% |
| 7D | -4.1% | -3.2% | -0.9% | -3.1% |
| 30D | -3.0% | -0.3% | -2.7% | -2.7% |
| 3M | +4.8% | +8.4% | -3.7% | +1.9% |
| 6M | -35.0% | +23.0% | -58.1% | -40.0% |
| YTD | -30.2% | +25.5% | -55.6% | -36.2% |
| 1Y | -44.8% | +29.1% | -73.8% | -50.1% |
| 3Y | -66.6% | +31.7% | -98.2% | -70.7% |
| 5Y | -81.5% | -35.2% | -46.3% | -79.9% |
| 10Y | -44.8% | -20.7% | -24.1% | -48.1% |
| All | +316.5% | +189.6% | +126.9% | +150.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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