-81.6%
CHTR vs ROK
+47.1%
-128.7%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.9% |
| 6M | -35.0% | +15.5% | -50.5% | -39.2% |
| YTD | -30.2% | +11.2% | -41.3% | -34.0% |
| 1Y | -44.8% | +23.8% | -68.6% | -49.9% |
| 3Y | -66.6% | +53.1% | -119.7% | -72.9% |
| All | -81.6% | +47.1% | -128.7% | -85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling