-45.9%
CHTR vs ROK
+357.9%
-403.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +3.2% |
| 7D | -4.1% | -1.2% | -2.8% | -3.7% |
| 30D | -3.0% | -4.8% | +1.8% | -1.5% |
| 3M | +4.8% | -6.1% | +10.9% | +6.0% |
| 6M | -35.0% | +15.5% | -50.5% | -38.8% |
| YTD | -30.2% | +11.2% | -41.3% | -33.6% |
| 1Y | -44.8% | +23.8% | -68.6% | -49.4% |
| 3Y | -66.6% | +53.1% | -119.7% | -72.2% |
| 5Y | -81.5% | +48.3% | -129.8% | -84.8% |
| All | -45.9% | +357.9% | -403.8% | -68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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