-45.6%
CHTR vs RIG
+43.0%
-88.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -7.6% | +13.3% | +5.7% |
| 7D | +14.1% | -18.8% | +32.9% | +14.4% |
| 30D | +11.6% | -1.1% | +12.7% | +10.8% |
| 3M | -21.4% | +4.4% | -25.8% | -21.8% |
| 6M | -27.3% | -20.8% | -6.5% | -26.5% |
| YTD | -42.4% | +32.0% | -74.4% | -43.6% |
| 1Y | -45.6% | +39.7% | -85.3% | -46.8% |
| All | -45.6% | +43.0% | -88.6% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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