-82.1%
CHTR vs IR
+35.0%
-117.2%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.7% | +5.6% | +5.2% |
| 7D | -7.1% | -3.1% | -4.1% | -6.0% |
| 30D | -10.9% | -14.0% | +3.1% | -5.8% |
| 3M | +2.0% | +3.7% | -1.7% | +0.1% |
| 6M | -35.9% | -15.4% | -20.5% | -32.3% |
| YTD | -32.7% | -7.7% | -25.0% | -31.4% |
| 1Y | -46.6% | -8.8% | -37.7% | -45.4% |
| 3Y | -66.7% | +5.6% | -72.3% | -69.8% |
| 5Y | -82.1% | +34.3% | -116.5% | -86.2% |
| All | -82.1% | +35.0% | -117.2% | -86.2% |
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