-11.4%
RKT vs CHTR
-81.7%
+70.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -1.3% |
| 7D | -6.3% | -4.1% | -2.2% | -5.2% |
| 30D | -6.2% | -3.0% | -3.2% | -5.7% |
| 3M | -1.9% | +4.8% | -6.6% | -4.5% |
| 6M | -13.0% | -35.0% | +22.0% | -3.5% |
| YTD | -31.9% | -30.2% | -1.8% | -26.9% |
| 1Y | -37.6% | -44.8% | +7.2% | -27.0% |
| 3Y | +36.8% | -66.6% | +103.4% | +87.1% |
| All | -11.4% | -81.7% | +70.2% | +30.9% |
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