-81.6%
CHTR vs ITW
+36.9%
-118.5%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.0% |
| 7D | -4.1% | -0.7% | -3.4% | -3.5% |
| 30D | -3.0% | -8.3% | +5.4% | +2.5% |
| 3M | +4.8% | +6.0% | -1.3% | +0.8% |
| 6M | -35.0% | 0.0% | -35.0% | -35.1% |
| YTD | -30.2% | +10.2% | -40.4% | -34.6% |
| 1Y | -44.8% | +3.2% | -48.0% | -46.2% |
| 3Y | -66.6% | +21.0% | -87.5% | -70.8% |
| All | -81.6% | +36.9% | -118.5% | -85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling