+50.4%
RSP vs CHTR
-82.1%
+132.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.0% | -5.7% | -1.5% |
| 7D | -3.1% | -7.1% | +4.0% | -2.0% |
| 30D | -3.4% | -10.9% | +7.5% | -1.9% |
| 3M | +3.6% | +2.0% | +1.6% | +2.5% |
| 6M | +9.0% | -35.9% | +44.9% | +15.4% |
| YTD | +12.2% | -32.7% | +44.9% | +17.2% |
| 1Y | +15.6% | -46.6% | +62.1% | +26.3% |
| 3Y | +51.6% | -66.7% | +118.4% | +79.0% |
| 5Y | +50.4% | -82.1% | +132.6% | +97.2% |
| All | +50.4% | -82.1% | +132.5% | +97.2% |
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