+52.7%
ROST vs CHTR
-46.1%
+98.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +5.7% | +0.4% | +5.7% |
| 7D | +7.8% | +14.1% | -6.3% | +6.9% |
| 30D | +8.6% | +11.6% | -3.0% | +7.7% |
| 3M | -1.9% | -21.4% | +19.5% | -0.7% |
| 6M | +9.1% | -27.3% | +36.4% | +11.3% |
| YTD | +37.2% | -42.4% | +79.6% | +41.1% |
| 1Y | +52.7% | -45.6% | +98.3% | +61.7% |
| All | +52.7% | -46.1% | +98.8% | +61.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling