+42.1%
ICE vs CHTR
-65.7%
+107.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | +0.7% |
| 7D | -2.4% | -4.1% | +1.7% | -2.1% |
| 30D | +4.0% | -3.0% | +7.0% | +4.1% |
| 3M | +13.7% | +4.8% | +8.9% | +12.6% |
| 6M | +0.9% | -35.0% | +36.0% | +3.9% |
| YTD | -2.1% | -30.2% | +28.0% | -0.3% |
| 1Y | -9.5% | -44.8% | +35.3% | -5.5% |
| 3Y | +42.1% | -66.6% | +108.6% | +60.9% |
| All | +42.1% | -65.7% | +107.7% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 3y: compounded portfolio wealth divided by compounded CHTR 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…
3y analysis · Full analysis span regression · 6 months rolling