-83.0%
CHTR vs RY
+139.4%
-222.3%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.0% | -7.1% | -7.5% |
| 7D | -15.8% | -0.5% | -15.3% | -15.5% |
| 30D | -12.7% | -1.9% | -10.8% | -11.7% |
| 3M | -1.1% | +5.1% | -6.2% | -4.5% |
| 6M | -39.9% | +28.2% | -68.1% | -48.8% |
| YTD | -35.9% | +22.9% | -58.7% | -44.0% |
| 1Y | -49.2% | +45.5% | -94.6% | -60.2% |
| 3Y | -68.3% | +156.7% | -225.0% | -83.0% |
| 5Y | -83.0% | +137.7% | -220.7% | -90.6% |
| All | -83.0% | +139.4% | -222.3% | -90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling