-79.1%
CHTR vs ROIV
+276.5%
-355.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.4% |
| 7D | +17.2% | +1.7% | +15.5% | +17.1% |
| 30D | +31.6% | +17.6% | +14.0% | +30.1% |
| 3M | -11.6% | +9.0% | -20.5% | -12.4% |
| 6M | -3.3% | +35.3% | -38.5% | -6.0% |
| YTD | -33.7% | +82.2% | -115.9% | -37.2% |
| 1Y | -32.4% | +92.3% | -124.7% | -36.3% |
| 3Y | -65.9% | +336.8% | -402.7% | -70.0% |
| 5Y | -79.9% | +370.6% | -450.5% | -83.8% |
| All | -79.1% | +276.5% | -355.6% | -82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling