-44.8%
CHTR vs RNG
+128.1%
-172.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.7% |
| 7D | -4.1% | -6.1% | +2.0% | -3.3% |
| 30D | -3.0% | +9.6% | -12.6% | -4.1% |
| 3M | +4.8% | +83.3% | -78.6% | -1.9% |
| 6M | -35.0% | +77.9% | -113.0% | -39.4% |
| YTD | -30.2% | +139.9% | -170.1% | -38.7% |
| 1Y | -44.8% | +121.7% | -166.4% | -51.7% |
| All | -44.8% | +128.1% | -172.8% | -51.7% |
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