-82.1%
CHTR vs ROP
-16.6%
-65.6%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.5% | +5.4% | +5.2% |
| 7D | -7.1% | -8.0% | +0.8% | -2.6% |
| 30D | -10.9% | -2.7% | -8.1% | -9.5% |
| 3M | +2.0% | +16.6% | -14.6% | -7.3% |
| 6M | -35.9% | +10.4% | -46.3% | -39.5% |
| YTD | -32.7% | -12.1% | -20.6% | -27.6% |
| 1Y | -46.6% | -23.6% | -22.9% | -37.8% |
| 3Y | -66.7% | -19.3% | -47.4% | -62.9% |
| 5Y | -82.1% | -15.4% | -66.8% | -81.9% |
| All | -82.1% | -16.6% | -65.6% | -81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling