-41.4%
CHTR vs RBRK
+6.4%
-47.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.3% |
| 7D | -1.1% | +0.7% | -1.7% | -1.0% |
| 30D | -0.8% | +10.4% | -11.2% | -1.7% |
| 3M | +17.8% | +21.6% | -3.9% | +15.6% |
| 6M | -34.5% | +70.7% | -105.2% | -37.2% |
| YTD | -27.2% | +22.5% | -49.7% | -29.5% |
| 1Y | -41.4% | +8.2% | -49.7% | -43.6% |
| All | -41.4% | +6.4% | -47.9% | -43.6% |
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