-45.2%
CHTR vs IRE
-98.1%
+52.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -14.4% | +18.7% | +3.8% |
| 7D | +17.2% | -31.8% | +49.1% | +15.9% |
| 30D | +31.6% | -71.8% | +103.4% | +29.0% |
| 3M | -11.6% | -88.9% | +77.3% | -14.6% |
| 6M | -3.3% | -95.4% | +92.1% | -5.9% |
| YTD | -33.7% | -94.2% | +60.5% | -36.4% |
| 1Y | -32.4% | -97.1% | +64.7% | -34.4% |
| All | -45.2% | -98.1% | +52.9% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling