-10.3%
CHTR vs RY
+13.3%
-23.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.2% | -2.5% |
| 7D | +5.4% | -0.5% | +6.0% | +5.6% |
| 30D | +24.0% | +4.7% | +19.3% | +21.0% |
| 3M | -11.7% | -4.5% | -7.2% | -11.5% |
| 6M | -10.3% | +12.5% | -22.9% | -23.5% |
| All | -10.3% | +13.3% | -23.6% | -23.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling