+289.5%
CHTR vs RY
+598.0%
-308.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.4% |
| 7D | +13.4% | -3.0% | +16.3% | +15.0% |
| 30D | +33.0% | +6.3% | +26.8% | +29.2% |
| 3M | -13.6% | -2.6% | -11.0% | -12.6% |
| 6M | -7.8% | +13.9% | -21.7% | -13.6% |
| YTD | -34.7% | +21.7% | -56.4% | -40.8% |
| 1Y | -34.8% | +40.4% | -75.3% | -44.8% |
| 3Y | -66.7% | +161.3% | -228.1% | -79.1% |
| 5Y | -80.4% | +126.5% | -206.8% | -86.9% |
| 10Y | -50.0% | +354.3% | -404.3% | -75.8% |
| All | +289.5% | +598.0% | -308.6% | +57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling