-82.1%
CHTR vs CDW
-23.8%
-58.3%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.2% | +4.8% | +4.9% |
| 7D | -7.1% | -7.4% | +0.2% | -4.6% |
| 30D | -10.9% | +5.8% | -16.7% | -12.9% |
| 3M | +2.0% | +10.8% | -8.8% | -2.0% |
| 6M | -35.9% | +21.5% | -57.4% | -41.7% |
| YTD | -32.7% | +6.4% | -39.0% | -35.7% |
| 1Y | -46.6% | -14.8% | -31.8% | -44.8% |
| 3Y | -66.7% | -29.9% | -36.9% | -64.5% |
| 5Y | -82.1% | -22.9% | -59.3% | -82.8% |
| All | -82.1% | -23.8% | -58.3% | -82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling