-44.8%
CHTR vs ROL
-37.8%
-7.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.6% |
| 7D | -4.1% | -3.2% | -0.9% | -3.4% |
| 30D | -3.0% | -4.9% | +1.9% | -2.0% |
| 3M | +4.8% | -25.8% | +30.6% | +12.2% |
| 6M | -35.0% | -37.6% | +2.5% | -27.4% |
| YTD | -30.2% | -41.5% | +11.3% | -21.3% |
| 1Y | -44.8% | -39.5% | -5.3% | -35.2% |
| All | -44.8% | -37.8% | -7.0% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling