-46.0%
CHTR vs IRE
-97.5%
+51.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +12.1% | -10.4% | +2.1% |
| 7D | +13.4% | -15.1% | +28.5% | +13.6% |
| 30D | +33.0% | -71.4% | +104.4% | +31.0% |
| 3M | -13.6% | -81.2% | +67.6% | -15.3% |
| 6M | -7.8% | -93.7% | +86.0% | -9.4% |
| YTD | -34.7% | -92.2% | +57.5% | -36.7% |
| 1Y | -34.8% | -97.3% | +62.4% | -35.2% |
| All | -46.0% | -97.5% | +51.4% | -46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling