+316.4%
CHTR vs RL
+456.1%
-139.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -3.9% |
| 7D | -0.3% | +1.9% | -2.2% | -0.7% |
| 30D | -4.5% | -12.2% | +7.7% | -1.9% |
| 3M | +10.2% | -6.6% | +16.9% | +11.5% |
| 6M | -37.2% | +3.2% | -40.4% | -38.1% |
| YTD | -30.2% | -1.3% | -28.9% | -30.7% |
| 1Y | -44.8% | +13.6% | -58.4% | -46.9% |
| 3Y | -65.5% | +210.9% | -276.4% | -73.8% |
| 5Y | -81.8% | +246.9% | -328.6% | -86.7% |
| 10Y | -45.8% | +310.1% | -355.8% | -64.5% |
| All | +316.4% | +456.1% | -139.7% | +153.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling