+22.8%
CHTR vs CDW
+903.1%
-880.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | -1.1% | +3.2% | -4.2% | -2.2% |
| 30D | -0.8% | +9.3% | -10.1% | -4.0% |
| 3M | +17.8% | +9.8% | +8.0% | +13.4% |
| 6M | -34.5% | +23.3% | -57.8% | -40.3% |
| YTD | -27.2% | +13.7% | -40.8% | -31.8% |
| 1Y | -41.4% | -6.5% | -35.0% | -41.6% |
| 3Y | -64.0% | -25.2% | -38.8% | -62.2% |
| 5Y | -81.3% | -19.5% | -61.8% | -81.2% |
| 10Y | -44.1% | +285.8% | -329.9% | -66.1% |
| All | +22.8% | +903.1% | -880.3% | -34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling