-45.6%
CHTR vs RNG
+179.4%
-225.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +5.9% | +5.7% |
| 7D | +14.1% | -9.6% | +23.7% | +15.2% |
| 30D | +11.6% | -1.4% | +13.0% | +11.4% |
| 3M | -21.4% | +28.8% | -50.2% | -24.1% |
| 6M | -27.3% | +65.6% | -92.9% | -31.9% |
| YTD | -42.4% | +171.4% | -213.8% | -50.2% |
| 1Y | -45.6% | +185.3% | -230.9% | -54.9% |
| All | -45.6% | +179.4% | -225.0% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling