-35.9%
CHTR vs RJF
+15.8%
-51.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.1% | +6.1% | +5.2% |
| 7D | -7.1% | -4.2% | -3.0% | -6.5% |
| 30D | -10.9% | -3.6% | -7.3% | -10.5% |
| 3M | +2.0% | +15.6% | -13.6% | +3.3% |
| 6M | -35.9% | +17.6% | -53.5% | -36.9% |
| All | -35.9% | +15.8% | -51.7% | -36.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling