-67.7%
CHTR vs RRC
+31.5%
-99.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.3% | +4.6% | +4.9% |
| 7D | -7.1% | -1.2% | -6.0% | -7.0% |
| 30D | -10.9% | +3.0% | -13.8% | -11.2% |
| 3M | +2.0% | +7.3% | -5.3% | +0.9% |
| 6M | -35.9% | +3.6% | -39.5% | -36.5% |
| YTD | -32.7% | +19.4% | -52.0% | -34.8% |
| 1Y | -46.6% | +21.4% | -68.0% | -48.6% |
| All | -67.7% | +31.5% | -99.2% | -70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling