+2,350.4%
ROST vs CHTR
+282.5%
+2,067.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -8.1% | +6.4% | 0.0% |
| 7D | -2.2% | -15.8% | +13.5% | +1.3% |
| 30D | -11.4% | -12.7% | +1.2% | -9.1% |
| 3M | -1.6% | -1.1% | -0.5% | -2.3% |
| 6M | +6.8% | -39.9% | +46.7% | +16.5% |
| YTD | +25.8% | -35.9% | +61.7% | +34.5% |
| 1Y | +52.4% | -49.2% | +101.6% | +71.8% |
| 3Y | +94.4% | -68.3% | +162.7% | +136.7% |
| 5Y | +108.2% | -83.0% | +191.2% | +195.4% |
| 10Y | +308.5% | -49.3% | +357.8% | +337.3% |
| All | +2,350.4% | +282.5% | +2,067.8% | +1,614.8% |
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