-81.6%
CHTR vs IRM
+197.3%
-279.0%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.9% |
| 3M | +4.8% | -7.4% | +12.1% | +6.4% |
| 6M | -35.0% | +8.7% | -43.7% | -38.1% |
| YTD | -30.2% | +40.9% | -71.1% | -40.1% |
| 1Y | -44.8% | +20.5% | -65.3% | -49.9% |
| 3Y | -66.6% | +101.7% | -168.3% | -77.2% |
| All | -81.6% | +197.3% | -279.0% | -89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling