-41.4%
CHTR vs RCAT
-2.3%
-39.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.5% |
| 7D | -1.1% | -1.4% | +0.4% | -1.0% |
| 30D | -0.8% | -3.3% | +2.6% | -0.7% |
| 3M | +17.8% | -43.2% | +61.0% | +20.3% |
| 6M | -34.5% | -43.2% | +8.7% | -33.6% |
| YTD | -27.2% | +5.5% | -32.7% | -30.4% |
| 1Y | -41.4% | -1.6% | -39.8% | -42.9% |
| All | -41.4% | -2.3% | -39.1% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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