-67.7%
CHTR vs RL
+199.8%
-267.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.3% | +4.7% | +4.9% |
| 7D | -7.1% | -2.2% | -5.0% | -6.7% |
| 30D | -10.9% | -15.3% | +4.5% | -7.8% |
| 3M | +2.0% | -10.3% | +12.4% | +4.0% |
| 6M | -35.9% | -2.2% | -33.7% | -36.1% |
| YTD | -32.7% | -4.3% | -28.4% | -32.8% |
| 1Y | -46.6% | +8.9% | -55.4% | -48.3% |
| All | -67.7% | +199.8% | -267.6% | -78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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