-45.8%
CHTR vs IP
+20.7%
-66.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.1% | -3.6% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -4.5% | -11.2% | +6.8% | -1.2% |
| 3M | +10.2% | +12.3% | -2.1% | +5.7% |
| 6M | -37.2% | -5.2% | -32.0% | -37.1% |
| YTD | -30.2% | -4.0% | -26.2% | -30.5% |
| 1Y | -44.8% | -19.2% | -25.6% | -42.5% |
| 3Y | -65.5% | +20.3% | -85.8% | -68.8% |
| 5Y | -81.8% | -17.5% | -64.3% | -82.0% |
| 10Y | -45.8% | +21.2% | -66.9% | -55.5% |
| All | -45.8% | +20.7% | -66.4% | -55.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling