-57.0%
CHTR vs IR
+332.9%
-389.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +28.3% |
| 3M | -11.6% | +0.9% | -12.5% | -12.1% |
| 6M | -3.3% | +19.2% | -22.5% | -8.3% |
| YTD | -33.7% | +7.5% | -41.2% | -35.6% |
| 1Y | -32.4% | +11.7% | -44.2% | -35.0% |
| 3Y | -65.9% | +23.9% | -89.9% | -68.7% |
| 5Y | -79.9% | +46.4% | -126.3% | -82.5% |
| All | -57.0% | +332.9% | -389.9% | -68.8% |
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 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