-45.9%
CHTR vs RRX
+228.4%
-274.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.7% | 0.0% | +2.9% |
| 7D | -4.1% | -0.3% | -3.7% | -4.0% |
| 30D | -3.0% | -6.1% | +3.2% | -1.6% |
| 3M | +4.8% | -23.1% | +27.8% | +9.5% |
| 6M | -35.0% | -19.5% | -15.5% | -33.7% |
| YTD | -30.2% | +16.1% | -46.2% | -35.6% |
| 1Y | -44.8% | +12.9% | -57.7% | -48.9% |
| 3Y | -66.6% | +7.9% | -74.5% | -70.0% |
| 5Y | -81.5% | +19.1% | -100.6% | -84.2% |
| All | -45.9% | +228.4% | -274.3% | -67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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