-45.9%
CHTR vs RJF
+429.3%
-475.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | -4.1% | -2.7% | -1.4% | -3.4% |
| 30D | -3.0% | -4.3% | +1.3% | -1.8% |
| 3M | +4.8% | +15.7% | -11.0% | +0.6% |
| 6M | -35.0% | +17.8% | -52.8% | -38.1% |
| YTD | -30.2% | +9.2% | -39.3% | -32.3% |
| 1Y | -44.8% | +2.8% | -47.5% | -45.6% |
| 3Y | -66.6% | +69.5% | -136.0% | -71.7% |
| 5Y | -81.5% | +105.9% | -187.4% | -85.2% |
| All | -45.9% | +429.3% | -475.2% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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