-44.8%
CHTR vs IP
-21.3%
-23.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -1.7% |
| 3M | +10.2% | +12.3% | -2.1% | +5.6% |
| 6M | -37.2% | -5.2% | -32.0% | -36.5% |
| YTD | -30.2% | -4.0% | -26.2% | -30.1% |
| 1Y | -44.8% | -19.2% | -25.6% | -43.2% |
| All | -44.8% | -21.3% | -23.5% | -43.2% |
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