-44.1%
CHTR vs RBRK
+46.1%
-90.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -11.1% | +15.8% | +4.6% |
| 7D | +15.5% | -20.9% | +36.3% | +15.5% |
| 30D | +15.9% | -15.9% | +31.8% | +15.7% |
| 3M | -17.8% | +24.7% | -42.5% | -19.5% |
| 6M | -20.5% | +85.1% | -105.5% | -24.6% |
| YTD | -39.7% | +38.3% | -78.0% | -42.4% |
| 1Y | -44.1% | +46.2% | -90.3% | -47.3% |
| All | -44.1% | +46.1% | -90.2% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 1y: compounded portfolio wealth divided by compounded RBRK 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…
1y analysis · Full analysis span regression · 6 months rolling