-82.1%
CHTR vs ROL
-4.5%
-77.6%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.1% | +4.9% | +5.0% |
| 7D | -7.1% | -3.2% | -3.9% | -6.3% |
| 30D | -10.9% | -6.6% | -4.2% | -9.3% |
| 3M | +2.0% | -27.3% | +29.3% | +10.4% |
| 6M | -35.9% | -38.1% | +2.2% | -27.7% |
| YTD | -32.7% | -41.8% | +9.1% | -23.1% |
| 1Y | -46.6% | -37.8% | -8.8% | -40.1% |
| 3Y | -66.7% | -0.3% | -66.4% | -67.2% |
| 5Y | -82.1% | -5.1% | -77.1% | -83.2% |
| All | -82.1% | -4.5% | -77.6% | -83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling