-66.6%
CHTR vs RJF
+69.0%
-135.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +0.9% |
| 6M | -35.0% | +17.8% | -52.8% | -38.0% |
| YTD | -30.2% | +9.2% | -39.3% | -32.2% |
| 1Y | -44.8% | +2.8% | -47.5% | -45.4% |
| 3Y | -66.6% | +69.5% | -136.0% | -71.9% |
| All | -66.6% | +69.0% | -135.6% | -71.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling