+219.1%
RCL vs CHTR
-81.7%
+300.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | -0.6% |
| 7D | -1.9% | -4.1% | +2.2% | -1.0% |
| 30D | -15.5% | -3.0% | -12.6% | -15.3% |
| 3M | -9.7% | +4.8% | -14.4% | -11.8% |
| 6M | -8.7% | -35.0% | +26.3% | -0.6% |
| YTD | -5.8% | -30.2% | +24.4% | -0.3% |
| 1Y | -24.5% | -44.8% | +20.3% | -14.1% |
| 3Y | +173.9% | -66.6% | +240.5% | +257.1% |
| All | +219.1% | -81.7% | +300.7% | +381.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling