+301.6%
CHTR vs IT
+811.9%
-510.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.5% | +4.4% | +4.8% |
| 7D | -7.1% | -12.7% | +5.6% | -3.4% |
| 30D | -10.9% | -8.9% | -2.0% | -8.6% |
| 3M | +2.0% | +10.1% | -8.1% | -2.0% |
| 6M | -35.9% | +7.3% | -43.2% | -38.5% |
| YTD | -32.7% | -32.4% | -0.3% | -26.7% |
| 1Y | -46.6% | -26.6% | -19.9% | -43.5% |
| 3Y | -66.7% | -51.8% | -14.9% | -61.1% |
| 5Y | -82.1% | -45.6% | -36.5% | -80.3% |
| 10Y | -46.8% | +92.4% | -139.2% | -63.4% |
| All | +301.6% | +811.9% | -510.3% | +103.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling