+282.5%
CHTR vs ROP
+721.4%
-438.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.3% | -6.8% | -7.5% |
| 7D | -15.8% | -6.1% | -9.7% | -13.1% |
| 30D | -12.7% | -3.4% | -9.3% | -11.2% |
| 3M | -1.1% | +16.7% | -17.8% | -8.7% |
| 6M | -39.9% | +8.1% | -48.0% | -42.2% |
| YTD | -35.9% | -11.7% | -24.2% | -32.2% |
| 1Y | -49.2% | -24.2% | -24.9% | -42.2% |
| 3Y | -68.3% | -19.0% | -49.3% | -65.3% |
| 5Y | -83.0% | -15.9% | -67.1% | -81.8% |
| 10Y | -49.3% | +135.7% | -185.0% | -68.0% |
| All | +282.5% | +721.4% | -438.8% | +55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling