-47.0%
CHTR vs IRE
-84.0%
+37.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -6.8% | -1.3% | -8.3% |
| 7D | -15.8% | +29.0% | -44.8% | -15.3% |
| 30D | -12.7% | +24.2% | -36.9% | -12.1% |
| 3M | -1.1% | -53.2% | +52.1% | -0.3% |
| 6M | -39.9% | -36.0% | -3.9% | -38.5% |
| YTD | -35.9% | -51.0% | +15.1% | -36.2% |
| All | -47.0% | -84.0% | +37.0% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling