-81.6%
CHTR vs RVMD
+576.1%
-657.7%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.7% |
| 7D | -4.1% | -3.0% | -1.1% | -3.8% |
| 30D | -3.0% | -0.7% | -2.2% | -3.0% |
| 3M | +4.8% | +36.5% | -31.8% | +1.6% |
| 6M | -35.0% | +104.6% | -139.6% | -40.1% |
| YTD | -30.2% | +155.8% | -186.0% | -37.6% |
| 1Y | -44.8% | +340.7% | -385.4% | -53.8% |
| 3Y | -66.6% | +519.9% | -586.5% | -74.2% |
| All | -81.6% | +576.1% | -657.7% | -87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 5y: compounded portfolio wealth divided by compounded RVMD 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…
5y analysis · Full analysis span regression · 6 months rolling