-81.6%
CHTR vs RMBS
+265.4%
-347.0%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +3.6% |
| 7D | -4.1% | +1.8% | -5.9% | -4.2% |
| 30D | -3.0% | -13.9% | +10.9% | -2.2% |
| 3M | +4.8% | -39.8% | +44.6% | +7.7% |
| 6M | -35.0% | -6.0% | -29.0% | -37.5% |
| YTD | -30.2% | -5.4% | -24.8% | -33.6% |
| 1Y | -44.8% | -1.8% | -42.9% | -48.3% |
| 3Y | -66.6% | +53.7% | -120.2% | -72.2% |
| All | -81.6% | +265.4% | -347.0% | -88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 5y: compounded portfolio wealth divided by compounded RMBS 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…
5y analysis · Full analysis span regression · 6 months rolling