+301.6%
CHTR vs ROK
+1,138.1%
-836.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.1% | +6.1% | +5.3% |
| 7D | -7.1% | -1.6% | -5.5% | -6.7% |
| 30D | -10.9% | -5.4% | -5.4% | -9.4% |
| 3M | +2.0% | -4.0% | +6.0% | +2.5% |
| 6M | -35.9% | +13.3% | -49.3% | -39.2% |
| YTD | -32.7% | +9.3% | -42.0% | -35.6% |
| 1Y | -46.6% | +25.8% | -72.4% | -51.2% |
| 3Y | -66.7% | +49.1% | -115.8% | -72.0% |
| 5Y | -82.1% | +45.9% | -128.0% | -85.2% |
| 10Y | -46.8% | +349.9% | -396.7% | -70.5% |
| All | +301.6% | +1,138.1% | -836.5% | +72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling