+316.4%
CHTR vs RRC
-12.9%
+329.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.9% | -4.1% |
| 7D | -0.3% | -1.2% | +0.9% | -0.2% |
| 30D | -4.5% | +9.4% | -13.9% | -5.3% |
| 3M | +10.2% | +7.4% | +2.9% | +9.4% |
| 6M | -37.2% | +1.5% | -38.7% | -37.4% |
| YTD | -30.2% | +19.4% | -49.6% | -31.5% |
| 1Y | -44.8% | +24.2% | -69.0% | -46.1% |
| 3Y | -65.5% | +32.8% | -98.3% | -66.8% |
| 5Y | -81.8% | +152.9% | -234.7% | -83.8% |
| 10Y | -45.8% | +3.9% | -49.6% | -50.6% |
| All | +316.4% | -12.9% | +329.3% | +272.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling