-52.8%
CHTR vs IR
+288.5%
-341.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.1% |
| 7D | -1.1% | -2.8% | +1.8% | -0.3% |
| 30D | -0.8% | -15.1% | +14.4% | +3.6% |
| 3M | +17.8% | +6.1% | +11.7% | +15.5% |
| 6M | -34.5% | -16.8% | -17.7% | -31.6% |
| YTD | -27.2% | -3.5% | -23.7% | -27.0% |
| 1Y | -41.4% | -3.5% | -37.9% | -41.3% |
| 3Y | -64.0% | +9.5% | -73.5% | -65.8% |
| 5Y | -81.3% | +45.1% | -126.3% | -83.5% |
| All | -52.8% | +288.5% | -341.3% | -64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling