+282.5%
CHTR vs ROL
+1,032.1%
-749.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.2% | -7.0% | -7.7% |
| 7D | -15.8% | -3.3% | -12.5% | -14.7% |
| 30D | -12.7% | -7.2% | -5.4% | -10.3% |
| 3M | -1.1% | -27.0% | +25.9% | +10.1% |
| 6M | -39.9% | -39.5% | -0.4% | -28.5% |
| YTD | -35.9% | -41.8% | +5.9% | -22.9% |
| 1Y | -49.2% | -38.9% | -10.3% | -40.2% |
| 3Y | -68.3% | -0.4% | -67.9% | -69.3% |
| 5Y | -83.0% | -4.2% | -78.7% | -83.6% |
| 10Y | -49.3% | +208.2% | -257.5% | -71.5% |
| All | +282.5% | +1,032.1% | -749.5% | +37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling