-80.0%
CHTR vs IR
+46.0%
-126.0%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.4% |
| 7D | +17.2% | +2.5% | +14.7% | +16.1% |
| 30D | +31.6% | +9.2% | +22.5% | +27.1% |
| 3M | -11.6% | +0.9% | -12.5% | -12.3% |
| 6M | -3.3% | +19.2% | -22.5% | -10.3% |
| YTD | -33.7% | +7.5% | -41.2% | -36.5% |
| 1Y | -32.4% | +11.7% | -44.2% | -36.2% |
| 3Y | -65.9% | +23.9% | -89.9% | -71.0% |
| All | -80.0% | +46.0% | -126.0% | -85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling