+560.1%
RTX vs CHTR
+316.4%
+243.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.1% |
| 7D | -3.1% | -0.3% | -2.8% | -3.2% |
| 30D | -10.6% | -4.5% | -6.1% | -10.0% |
| 3M | +11.6% | +10.2% | +1.4% | +8.3% |
| 6M | -4.5% | -37.2% | +32.7% | +3.1% |
| YTD | +9.6% | -30.2% | +39.8% | +14.9% |
| 1Y | +30.8% | -44.8% | +75.6% | +44.4% |
| 3Y | +152.8% | -65.5% | +218.3% | +200.5% |
| 5Y | +167.1% | -81.8% | +248.9% | +273.1% |
| 10Y | +275.2% | -45.8% | +320.9% | +273.4% |
| All | +560.1% | +316.4% | +243.7% | +234.8% |
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