+747.3%
ICE vs CHTR
+282.5%
+464.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.1% | +7.3% | +0.9% |
| 7D | -0.9% | -15.8% | +14.9% | +2.7% |
| 30D | +4.0% | -12.7% | +16.6% | +6.5% |
| 3M | +11.0% | -1.1% | +12.1% | +10.1% |
| 6M | -5.0% | -39.9% | +35.0% | +3.5% |
| YTD | -2.7% | -35.9% | +33.2% | +4.0% |
| 1Y | -8.6% | -49.2% | +40.5% | +2.9% |
| 3Y | +41.4% | -68.3% | +109.7% | +72.0% |
| 5Y | +39.9% | -83.0% | +122.8% | +97.2% |
| 10Y | +214.9% | -49.3% | +264.2% | +218.8% |
| All | +747.3% | +282.5% | +464.8% | +341.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling