+172.9%
RTX vs CHTR
-65.7%
+238.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -0.5% |
| 7D | -1.5% | -4.1% | +2.5% | -1.3% |
| 30D | -11.0% | -3.0% | -8.0% | -10.9% |
| 3M | +7.7% | +4.8% | +2.9% | +6.9% |
| 6M | -3.9% | -35.0% | +31.1% | -1.5% |
| YTD | +9.0% | -30.2% | +39.1% | +10.9% |
| 1Y | +27.3% | -44.8% | +72.0% | +32.3% |
| 3Y | +172.9% | -66.6% | +239.5% | +198.4% |
| All | +172.9% | -65.7% | +238.6% | +198.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling