-45.6%
CHTR vs ROP
+10.4%
-56.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.9% | +1.7% | +3.4% |
| 7D | +14.1% | +11.7% | +2.4% | +7.4% |
| 30D | +11.6% | +35.5% | -23.9% | -5.9% |
| 3M | -21.4% | +25.6% | -47.1% | -31.1% |
| 6M | -27.3% | +39.3% | -66.5% | -39.2% |
| YTD | -42.4% | +11.6% | -54.0% | -44.3% |
| 1Y | -45.6% | +10.6% | -56.2% | -47.0% |
| All | -45.6% | +10.4% | -56.0% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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