+282.5%
CHTR vs RIG
-91.8%
+374.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.9% | -7.3% | -8.1% |
| 7D | -15.8% | -8.2% | -7.6% | -15.3% |
| 30D | -12.7% | -0.2% | -12.5% | -12.6% |
| 3M | -1.1% | -2.7% | +1.6% | -1.0% |
| 6M | -39.9% | -7.5% | -32.5% | -39.8% |
| YTD | -35.9% | +38.3% | -74.1% | -37.7% |
| 1Y | -49.2% | +81.8% | -131.0% | -51.7% |
| 3Y | -68.3% | -30.2% | -38.1% | -68.5% |
| 5Y | -83.0% | +59.9% | -142.9% | -84.3% |
| 10Y | -49.3% | -41.9% | -7.4% | -55.9% |
| All | +282.5% | -91.8% | +374.3% | +285.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling