-45.9%
CHTR vs RCAT
-98.5%
+52.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.5% | +5.2% | +3.7% |
| 7D | -4.1% | -4.9% | +0.8% | -4.1% |
| 30D | -3.0% | -22.9% | +19.9% | -2.9% |
| 3M | +4.8% | -33.7% | +38.5% | +4.9% |
| 6M | -35.0% | -50.7% | +15.7% | -34.9% |
| YTD | -30.2% | +0.4% | -30.5% | -30.2% |
| 1Y | -44.8% | -27.6% | -17.1% | -44.8% |
| 3Y | -66.6% | +753.2% | -819.7% | -66.7% |
| 5Y | -81.5% | +183.3% | -264.8% | -81.6% |
| All | -45.9% | -98.5% | +52.7% | -44.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling