-67.7%
CHTR vs RVTY
+13.9%
-81.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.3% | +7.3% | +5.5% |
| 7D | -7.1% | -7.4% | +0.3% | -5.6% |
| 30D | -10.9% | +4.5% | -15.4% | -11.6% |
| 3M | +2.0% | +19.5% | -17.5% | -2.2% |
| 6M | -35.9% | +34.1% | -70.0% | -40.6% |
| YTD | -32.7% | +25.3% | -57.9% | -36.9% |
| 1Y | -46.6% | +47.0% | -93.6% | -52.0% |
| All | -67.7% | +13.9% | -81.6% | -70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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