+610.0%
RSP vs CHTR
+334.3%
+275.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -0.8% | -1.1% | +0.3% | -0.7% |
| 30D | -0.3% | -0.8% | +0.4% | -0.5% |
| 3M | +4.3% | +17.8% | -13.5% | -0.8% |
| 6M | +8.8% | -34.5% | +43.3% | +17.5% |
| YTD | +15.3% | -27.2% | +42.4% | +20.5% |
| 1Y | +18.3% | -41.4% | +59.7% | +30.6% |
| 3Y | +52.8% | -64.0% | +116.8% | +85.1% |
| 5Y | +51.7% | -81.3% | +133.0% | +117.9% |
| 10Y | +208.5% | -44.1% | +252.5% | +211.5% |
| All | +610.0% | +334.3% | +275.8% | +256.7% |
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 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