-41.4%
CHTR vs ROP
-21.5%
-20.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.6% | +4.0% | +2.2% |
| 7D | -1.1% | -4.4% | +3.4% | +1.1% |
| 30D | -0.8% | +3.2% | -4.0% | -2.6% |
| 3M | +17.8% | +23.1% | -5.3% | +5.5% |
| 6M | -34.5% | +13.3% | -47.8% | -37.8% |
| YTD | -27.2% | -7.9% | -19.3% | -25.2% |
| 1Y | -41.4% | -22.1% | -19.4% | -38.2% |
| All | -41.4% | -21.5% | -20.0% | -38.2% |
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