+274.4%
IYR vs CHTR
+301.6%
-27.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.0% | -5.9% | -2.1% |
| 7D | -2.8% | -7.1% | +4.3% | -1.3% |
| 30D | -2.5% | -10.9% | +8.3% | -0.5% |
| 3M | -3.0% | +2.0% | -5.0% | -4.5% |
| 6M | +1.6% | -35.9% | +37.6% | +9.6% |
| YTD | +7.3% | -32.7% | +40.0% | +13.8% |
| 1Y | +5.6% | -46.6% | +52.2% | +18.3% |
| 3Y | +28.1% | -66.7% | +94.8% | +56.2% |
| 5Y | +6.1% | -82.1% | +88.2% | +50.2% |
| 10Y | +67.7% | -46.8% | +114.4% | +73.1% |
| All | +274.4% | +301.6% | -27.2% | +97.8% |
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