+205.8%
RSP vs CHTR
-44.7%
+250.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | 0.0% |
| 7D | -1.9% | -4.1% | +2.2% | -1.1% |
| 30D | -2.8% | -3.0% | +0.2% | -2.6% |
| 3M | +2.8% | +4.8% | -1.9% | +0.7% |
| 6M | +10.2% | -35.0% | +45.2% | +18.5% |
| YTD | +13.1% | -30.2% | +43.3% | +18.9% |
| 1Y | +14.8% | -44.8% | +59.5% | +27.8% |
| 3Y | +52.6% | -66.6% | +119.2% | +87.5% |
| 5Y | +51.6% | -81.5% | +133.1% | +119.6% |
| All | +205.8% | -44.7% | +250.6% | +222.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling