-41.4%
CHTR vs IP
-18.9%
-22.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.1% |
| 7D | -1.1% | -5.3% | +4.2% | +0.2% |
| 30D | -0.8% | -10.9% | +10.1% | +1.9% |
| 3M | +17.8% | +11.2% | +6.6% | +13.3% |
| 6M | -34.5% | -10.2% | -24.3% | -32.4% |
| YTD | -27.2% | -2.0% | -25.2% | -27.4% |
| 1Y | -41.4% | -19.1% | -22.3% | -40.3% |
| All | -41.4% | -18.9% | -22.6% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 1y: compounded portfolio wealth divided by compounded IP 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…
1y analysis · Full analysis span regression · 6 months rolling