-82.1%
CHTR vs RVTY
-34.5%
-47.6%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.3% | +7.3% | +5.6% |
| 7D | -7.1% | -7.4% | +0.3% | -5.2% |
| 30D | -10.9% | +4.5% | -15.4% | -11.9% |
| 3M | +2.0% | +19.5% | -17.5% | -3.3% |
| 6M | -35.9% | +34.1% | -70.0% | -41.6% |
| YTD | -32.7% | +25.3% | -57.9% | -37.8% |
| 1Y | -46.6% | +47.0% | -93.6% | -53.2% |
| 3Y | -66.7% | +14.1% | -80.9% | -69.4% |
| 5Y | -82.1% | -34.6% | -47.6% | -81.8% |
| All | -82.1% | -34.5% | -47.6% | -81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling