-41.4%
CHTR vs ITW
+5.8%
-47.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.7% |
| 7D | -1.1% | -3.6% | +2.5% | +0.7% |
| 30D | -0.8% | -9.1% | +8.4% | +3.9% |
| 3M | +17.8% | +8.2% | +9.6% | +13.1% |
| 6M | -34.5% | -4.8% | -29.7% | -32.0% |
| YTD | -27.2% | +11.0% | -38.2% | -30.1% |
| 1Y | -41.4% | +4.2% | -45.7% | -44.0% |
| All | -41.4% | +5.8% | -47.2% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 1y: compounded portfolio wealth divided by compounded ITW 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…
1y analysis · Full analysis span regression · 6 months rolling