-42.4%
CHTR vs IP
-2.1%
-40.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.9% | -0.2% | +1.9% |
| 7D | +4.9% | -3.0% | +7.9% | +5.6% |
| 30D | +17.2% | +10.6% | +6.6% | +14.3% |
| 3M | -20.6% | -13.6% | -7.0% | -18.0% |
| 6M | -21.7% | +10.4% | -32.2% | -24.9% |
| YTD | -41.9% | -6.5% | -35.5% | -41.6% |
| All | -42.4% | -2.1% | -40.3% | -43.4% |
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