+1,150.2%
RCL vs CHTR
+316.4%
+833.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.9% | +1.3% |
| 7D | -0.5% | -0.3% | -0.1% | -0.6% |
| 30D | -17.3% | -4.5% | -12.9% | -16.4% |
| 3M | -2.8% | +10.2% | -13.0% | -7.7% |
| 6M | -4.4% | -37.2% | +32.9% | +9.2% |
| YTD | -4.2% | -30.2% | +26.0% | +4.1% |
| 1Y | -23.4% | -44.8% | +21.4% | -8.6% |
| 3Y | +179.4% | -65.5% | +244.9% | +282.4% |
| 5Y | +238.8% | -81.8% | +320.5% | +507.8% |
| 10Y | +350.2% | -45.8% | +395.9% | +363.5% |
| All | +1,150.2% | +316.4% | +833.8% | +338.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling