+282.5%
CHTR vs RMBS
+278.5%
+4.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +0.9% | -9.0% | -8.2% |
| 7D | -15.8% | +3.5% | -19.2% | -16.1% |
| 30D | -12.7% | -8.6% | -4.1% | -12.0% |
| 3M | -1.1% | -40.3% | +39.2% | +3.8% |
| 6M | -39.9% | -1.0% | -38.9% | -42.4% |
| YTD | -35.9% | -4.6% | -31.2% | -38.8% |
| 1Y | -49.2% | +17.6% | -66.7% | -53.6% |
| 3Y | -68.3% | +58.6% | -126.9% | -73.5% |
| 5Y | -83.0% | +270.9% | -353.9% | -87.8% |
| 10Y | -49.3% | +569.1% | -618.4% | -67.8% |
| All | +282.5% | +278.5% | +4.1% | +123.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling