-6.1%
RDW vs CHTR
-81.7%
+75.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.7% | -6.0% | -3.5% |
| 7D | +0.9% | -4.1% | +4.9% | +2.0% |
| 30D | -21.3% | -3.0% | -18.3% | -21.1% |
| 3M | -37.9% | +4.8% | -42.6% | -40.2% |
| 6M | +12.3% | -35.0% | +47.3% | +26.8% |
| YTD | +39.7% | -30.2% | +69.9% | +51.0% |
| 1Y | +25.7% | -44.8% | +70.4% | +50.7% |
| 3Y | +230.8% | -66.6% | +297.4% | +375.9% |
| All | -6.1% | -81.7% | +75.6% | +55.9% |
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 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