-45.9%
CHTR vs RIO
+608.6%
-654.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.6% |
| 7D | -4.1% | -3.2% | -0.9% | -3.4% |
| 30D | -3.0% | +0.9% | -3.9% | -3.3% |
| 3M | +4.8% | -1.4% | +6.2% | +4.8% |
| 6M | -35.0% | +10.9% | -46.0% | -37.0% |
| YTD | -30.2% | +31.2% | -61.4% | -35.3% |
| 1Y | -44.8% | +67.9% | -112.7% | -51.9% |
| 3Y | -66.6% | +88.8% | -155.3% | -72.0% |
| 5Y | -81.5% | +93.1% | -174.6% | -84.9% |
| All | -45.9% | +608.6% | -654.5% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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