+9.1%
CHTR vs RNG
+301.7%
-292.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.7% |
| 7D | -4.1% | -6.1% | +2.0% | -3.1% |
| 30D | -3.0% | +9.6% | -12.6% | -4.5% |
| 3M | +4.8% | +83.3% | -78.6% | -5.3% |
| 6M | -35.0% | +77.9% | -113.0% | -41.7% |
| YTD | -30.2% | +139.9% | -170.1% | -41.1% |
| 1Y | -44.8% | +121.7% | -166.4% | -52.9% |
| 3Y | -66.6% | +121.9% | -188.4% | -72.3% |
| 5Y | -81.5% | -68.4% | -13.1% | -80.8% |
| 10Y | -44.8% | +220.0% | -264.9% | -59.4% |
| All | +9.1% | +301.7% | -292.5% | -21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling