-45.9%
CHTR vs RGEN
+415.7%
-461.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.7% |
| 7D | -4.1% | -1.4% | -2.6% | -3.8% |
| 30D | -3.0% | -0.3% | -2.6% | -2.9% |
| 3M | +4.8% | +23.9% | -19.1% | +0.7% |
| 6M | -35.0% | +38.5% | -73.6% | -39.1% |
| YTD | -30.2% | +0.8% | -31.0% | -31.1% |
| 1Y | -44.8% | +38.2% | -83.0% | -48.8% |
| 3Y | -66.6% | +1.3% | -67.9% | -68.5% |
| 5Y | -81.5% | -44.0% | -37.5% | -81.5% |
| All | -45.9% | +415.7% | -461.6% | -63.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling