-41.4%
CHTR vs RSG
-3.6%
-37.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +1.0% |
| 7D | -1.1% | +0.3% | -1.3% | -1.3% |
| 30D | -0.8% | +7.6% | -8.3% | -4.6% |
| 3M | +17.8% | +7.4% | +10.3% | +12.9% |
| 6M | -34.5% | -3.3% | -31.2% | -33.9% |
| YTD | -27.2% | +6.0% | -33.2% | -29.3% |
| 1Y | -41.4% | -3.7% | -37.8% | -40.9% |
| All | -41.4% | -3.6% | -37.8% | -40.9% |
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