-66.6%
CHTR vs IRM
+102.2%
-168.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +3.2% |
| 7D | -4.1% | -1.4% | -2.7% | -3.8% |
| 30D | -3.0% | -7.4% | +4.4% | -1.4% |
| 3M | +4.8% | -7.4% | +12.1% | +6.0% |
| 6M | -35.0% | +8.7% | -43.7% | -37.7% |
| YTD | -30.2% | +40.9% | -71.1% | -38.8% |
| 1Y | -44.8% | +20.5% | -65.3% | -49.1% |
| 3Y | -66.6% | +101.7% | -168.3% | -79.1% |
| All | -66.6% | +102.2% | -168.7% | -79.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling