-45.9%
CHTR vs RY
+377.3%
-423.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | -4.1% | -2.2% | -1.9% | -2.9% |
| 30D | -3.0% | -3.6% | +0.6% | -1.1% |
| 3M | +4.8% | +3.9% | +0.8% | +2.4% |
| 6M | -35.0% | +26.4% | -61.4% | -42.8% |
| YTD | -30.2% | +22.3% | -52.5% | -37.5% |
| 1Y | -44.8% | +43.7% | -88.5% | -54.7% |
| 3Y | -66.6% | +154.0% | -220.5% | -79.8% |
| 5Y | -81.5% | +137.6% | -219.1% | -88.5% |
| All | -45.9% | +377.3% | -423.2% | -76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling