-65.9%
CHTR vs IR
+25.2%
-91.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.4% |
| 7D | +17.2% | +2.5% | +14.7% | +16.4% |
| 30D | +31.6% | +9.2% | +22.5% | +28.2% |
| 3M | -11.6% | +0.9% | -12.5% | -12.1% |
| 6M | -3.3% | +19.2% | -22.5% | -8.8% |
| YTD | -33.7% | +7.5% | -41.2% | -35.6% |
| 1Y | -32.4% | +11.7% | -44.2% | -35.1% |
| 3Y | -65.9% | +23.9% | -89.9% | -70.8% |
| All | -65.9% | +25.2% | -91.1% | -70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 3y: compounded portfolio wealth divided by compounded IR 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…
3y analysis · Full analysis span regression · 6 months rolling