+165.8%
RTX vs CHTR
-82.1%
+247.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.0% | -4.7% | -0.2% |
| 7D | -2.0% | -7.1% | +5.2% | -1.3% |
| 30D | -11.2% | -10.9% | -0.3% | -10.4% |
| 3M | +12.0% | +2.0% | +10.0% | +11.3% |
| 6M | -3.6% | -35.9% | +32.3% | -0.2% |
| YTD | +9.2% | -32.7% | +41.9% | +12.2% |
| 1Y | +29.7% | -46.6% | +76.3% | +36.8% |
| 3Y | +152.0% | -66.7% | +218.7% | +177.7% |
| 5Y | +165.8% | -82.1% | +247.9% | +226.2% |
| All | +165.8% | -82.1% | +247.9% | +226.2% |
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