-45.9%
CHTR vs RBA
+206.5%
-252.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.8% | -0.1% | +2.7% |
| 7D | -4.1% | +0.1% | -4.2% | -4.1% |
| 30D | -3.0% | -2.9% | 0.0% | -2.2% |
| 3M | +4.8% | -20.9% | +25.7% | +10.7% |
| 6M | -35.0% | -17.7% | -17.4% | -32.2% |
| YTD | -30.2% | -18.2% | -12.0% | -27.3% |
| 1Y | -44.8% | -29.1% | -15.7% | -40.3% |
| 3Y | -66.6% | +29.5% | -96.1% | -69.5% |
| 5Y | -81.5% | +40.2% | -121.7% | -83.9% |
| All | -45.9% | +206.5% | -252.3% | -62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling