-83.0%
CHTR vs RBA
+37.9%
-120.9%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.7% | -7.5% | -8.0% |
| 7D | -15.8% | -1.9% | -13.9% | -15.4% |
| 30D | -12.7% | -13.0% | +0.3% | -9.7% |
| 3M | -1.1% | -23.1% | +22.0% | +4.8% |
| 6M | -39.9% | -22.6% | -17.3% | -36.6% |
| YTD | -35.9% | -20.4% | -15.5% | -33.1% |
| 1Y | -49.2% | -29.6% | -19.6% | -45.3% |
| 3Y | -68.3% | +26.6% | -94.9% | -70.6% |
| All | -83.0% | +37.9% | -120.9% | -85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling