-73.7%
CHTR vs RVMD
+620.8%
-694.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.1% | +7.1% | +5.2% |
| 7D | -7.1% | -3.6% | -3.6% | -6.9% |
| 30D | -10.9% | -1.1% | -9.8% | -10.9% |
| 3M | +2.0% | +41.0% | -39.0% | -1.4% |
| 6M | -35.9% | +105.7% | -141.6% | -40.8% |
| YTD | -32.7% | +155.3% | -188.0% | -39.6% |
| 1Y | -46.6% | +402.7% | -449.3% | -55.6% |
| 3Y | -66.7% | +533.1% | -599.8% | -73.9% |
| 5Y | -82.1% | +583.5% | -665.7% | -86.8% |
| All | -73.7% | +620.8% | -694.6% | -82.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling