-3.3%
CHTR vs RBA
-6.6%
+3.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +4.0% |
| 7D | +17.2% | +1.7% | +15.5% | +16.7% |
| 30D | +31.6% | +8.3% | +23.3% | +28.8% |
| 3M | -11.6% | +10.5% | -22.1% | -14.2% |
| 6M | -3.3% | -5.9% | +2.6% | -6.2% |
| All | -3.3% | -6.6% | +3.3% | -6.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling