-45.6%
CHTR vs RGEN
+19.5%
-65.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | +14.1% | -3.5% | +17.6% | +13.9% |
| 30D | +11.6% | -6.0% | +17.5% | +11.6% |
| 3M | -21.4% | +19.0% | -40.4% | -20.9% |
| 6M | -27.3% | +50.7% | -78.0% | -26.2% |
| YTD | -42.4% | +8.8% | -51.1% | -40.9% |
| 1Y | -45.6% | +21.3% | -66.8% | -46.0% |
| All | -45.6% | +19.5% | -65.1% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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