-45.9%
CHTR vs IRM
+440.8%
-486.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +3.1% |
| 7D | -4.1% | -1.4% | -2.7% | -3.7% |
| 30D | -3.0% | -7.4% | +4.4% | -1.1% |
| 3M | +4.8% | -7.4% | +12.1% | +6.3% |
| 6M | -35.0% | +8.7% | -43.7% | -37.5% |
| YTD | -30.2% | +40.9% | -71.1% | -38.3% |
| 1Y | -44.8% | +20.5% | -65.3% | -48.9% |
| 3Y | -66.6% | +101.7% | -168.3% | -74.3% |
| 5Y | -81.5% | +197.7% | -279.1% | -87.4% |
| All | -45.9% | +440.8% | -486.7% | -70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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