-80.0%
CHTR vs ROIV
+280.9%
-360.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.4% | +1.8% | -2.4% |
| 7D | +5.4% | +9.2% | -3.8% | +4.8% |
| 30D | +24.0% | +19.9% | +4.1% | +22.5% |
| 3M | -11.7% | +10.6% | -22.3% | -12.6% |
| 6M | -10.3% | +36.1% | -46.4% | -12.9% |
| YTD | -36.5% | +84.3% | -120.7% | -39.8% |
| 1Y | -37.7% | +87.6% | -125.3% | -41.1% |
| 3Y | -67.6% | +353.9% | -421.5% | -71.5% |
| 5Y | -80.8% | +376.1% | -456.8% | -84.5% |
| All | -80.0% | +280.9% | -360.9% | -83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling