-69.3%
CHTR vs CDW
-30.2%
-39.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.5% | -6.7% | -7.7% |
| 7D | -15.8% | -4.2% | -11.5% | -14.7% |
| 30D | -12.7% | +4.9% | -17.5% | -14.1% |
| 3M | -1.1% | +7.3% | -8.4% | -3.6% |
| 6M | -39.9% | +19.2% | -59.1% | -44.1% |
| YTD | -35.9% | +6.2% | -42.0% | -38.3% |
| 1Y | -49.2% | -14.0% | -35.1% | -48.2% |
| All | -69.3% | -30.2% | -39.0% | -70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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