-81.6%
CHTR vs CDW
-17.6%
-64.0%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.8% | -4.1% | +0.9% |
| 7D | -4.1% | +0.9% | -5.0% | -4.4% |
| 30D | -3.0% | +13.1% | -16.0% | -7.4% |
| 3M | +4.8% | +19.7% | -14.9% | -2.1% |
| 6M | -35.0% | +30.7% | -65.7% | -42.5% |
| YTD | -30.2% | +14.7% | -44.9% | -35.1% |
| 1Y | -44.8% | -5.3% | -39.5% | -45.1% |
| 3Y | -66.6% | -23.8% | -42.7% | -65.4% |
| All | -81.6% | -17.6% | -64.0% | -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