-45.6%
CHTR vs RSG
+19.5%
-65.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.0% | +4.6% | +5.1% |
| 7D | +14.1% | +5.1% | +9.0% | +11.1% |
| 30D | +11.6% | +15.3% | -3.7% | +3.4% |
| 3M | -21.4% | +18.6% | -40.0% | -28.3% |
| 6M | -27.3% | +19.5% | -46.8% | -34.4% |
| YTD | -42.4% | +17.2% | -59.6% | -46.9% |
| 1Y | -45.6% | +19.6% | -65.1% | -49.9% |
| All | -45.6% | +19.5% | -65.1% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 1y: compounded portfolio wealth divided by compounded RSG 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…
1y analysis · Full analysis span regression · 6 months rolling