+282.5%
CHTR vs RIO
+396.2%
-113.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.1% | -8.0% | -8.1% |
| 7D | -15.8% | +1.0% | -16.7% | -16.0% |
| 30D | -12.7% | +4.0% | -16.7% | -13.5% |
| 3M | -1.1% | +4.5% | -5.6% | -2.2% |
| 6M | -39.9% | +17.3% | -57.2% | -42.3% |
| YTD | -35.9% | +36.2% | -72.0% | -40.6% |
| 1Y | -49.2% | +76.1% | -125.3% | -55.5% |
| 3Y | -68.3% | +102.5% | -170.8% | -73.3% |
| 5Y | -83.0% | +103.5% | -186.5% | -85.9% |
| 10Y | -49.3% | +619.2% | -668.5% | -69.4% |
| All | +282.5% | +396.2% | -113.6% | +136.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling