+333.1%
RCL vs CHTR
-44.7%
+377.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | -0.8% |
| 7D | -1.9% | -4.1% | +2.2% | -0.7% |
| 30D | -15.5% | -3.0% | -12.6% | -15.2% |
| 3M | -9.7% | +4.8% | -14.4% | -12.4% |
| 6M | -8.7% | -35.0% | +26.3% | +1.7% |
| YTD | -5.8% | -30.2% | +24.4% | +1.5% |
| 1Y | -24.5% | -44.8% | +20.3% | -11.2% |
| 3Y | +173.9% | -66.6% | +240.5% | +274.4% |
| 5Y | +228.0% | -81.5% | +309.5% | +479.1% |
| All | +333.1% | -44.7% | +377.8% | +333.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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