-79.8%
CHTR vs ROIV
+298.2%
-378.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +0.8% | -8.9% | -8.2% |
| 7D | -15.8% | +22.3% | -38.1% | -17.1% |
| 30D | -12.7% | +16.9% | -29.5% | -13.8% |
| 3M | -1.1% | +43.9% | -45.0% | -4.1% |
| 6M | -39.9% | +41.6% | -81.5% | -41.7% |
| YTD | -35.9% | +92.7% | -128.5% | -39.4% |
| 1Y | -49.2% | +210.2% | -259.3% | -53.8% |
| 3Y | -68.3% | +231.8% | -300.1% | -71.6% |
| 5Y | -83.0% | +319.8% | -402.7% | -85.8% |
| All | -79.8% | +298.2% | -378.0% | -82.9% |
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