-66.6%
CHTR vs RSG
+57.7%
-124.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +3.0% | +3.4% |
| 7D | -4.1% | 0.0% | -4.1% | -4.1% |
| 30D | -3.0% | +4.0% | -6.9% | -4.8% |
| 3M | +4.8% | +7.4% | -2.6% | +1.1% |
| 6M | -35.0% | +0.1% | -35.1% | -35.2% |
| YTD | -30.2% | +6.0% | -36.2% | -32.2% |
| 1Y | -44.8% | -3.0% | -41.8% | -44.3% |
| 3Y | -66.6% | +56.5% | -123.0% | -71.9% |
| All | -66.6% | +57.7% | -124.3% | -71.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling