-45.9%
CHTR vs IT
+103.1%
-149.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.3% | -1.6% | +2.2% |
| 7D | -4.1% | -3.7% | -0.4% | -3.1% |
| 30D | -3.0% | +0.1% | -3.0% | -3.2% |
| 3M | +4.8% | +20.7% | -15.9% | -1.7% |
| 6M | -35.0% | +12.0% | -47.0% | -38.3% |
| YTD | -30.2% | -28.8% | -1.4% | -25.2% |
| 1Y | -44.8% | -25.5% | -19.2% | -41.9% |
| 3Y | -66.6% | -48.8% | -17.8% | -61.7% |
| 5Y | -81.5% | -42.7% | -38.7% | -79.9% |
| All | -45.9% | +103.1% | -149.0% | -60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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