+316.4%
CHTR vs RGEN
+4,051.0%
-3,734.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.2% |
| 7D | -0.3% | -0.9% | +0.6% | -0.2% |
| 30D | -4.5% | +2.8% | -7.3% | -4.8% |
| 3M | +10.2% | +34.5% | -24.2% | +6.0% |
| 6M | -37.2% | +40.5% | -77.7% | -40.3% |
| YTD | -30.2% | +2.8% | -33.0% | -31.1% |
| 1Y | -44.8% | +39.6% | -84.4% | -47.7% |
| 3Y | -65.5% | +4.4% | -69.9% | -67.1% |
| 5Y | -81.8% | -42.8% | -39.0% | -81.9% |
| 10Y | -45.8% | +406.7% | -452.5% | -56.5% |
| All | +316.4% | +4,051.0% | -3,734.6% | +202.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling