-45.9%
CHTR vs RRC
+4.9%
-50.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.5% | +5.2% | +3.8% |
| 7D | -4.1% | -1.8% | -2.3% | -4.0% |
| 30D | -3.0% | +2.7% | -5.6% | -3.2% |
| 3M | +4.8% | +8.8% | -4.1% | +4.0% |
| 6M | -35.0% | -1.2% | -33.8% | -35.1% |
| YTD | -30.2% | +17.6% | -47.7% | -31.2% |
| 1Y | -44.8% | +18.4% | -63.2% | -45.7% |
| 3Y | -66.6% | +33.1% | -99.6% | -67.6% |
| 5Y | -81.5% | +148.2% | -229.7% | -83.1% |
| All | -45.9% | +4.9% | -50.8% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling