+11.8%
CHTR vs CDW
+1,030.0%
-1,018.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.5% |
| 7D | +17.2% | +9.3% | +7.9% | +13.8% |
| 30D | +31.6% | +14.4% | +17.3% | +25.3% |
| 3M | -11.6% | +21.4% | -33.0% | -17.9% |
| 6M | -3.3% | +72.8% | -76.1% | -20.9% |
| YTD | -33.7% | +28.0% | -61.7% | -40.7% |
| 1Y | -32.4% | +19.3% | -51.8% | -38.1% |
| 3Y | -65.9% | -15.3% | -50.6% | -65.9% |
| 5Y | -79.9% | -3.8% | -76.1% | -81.1% |
| 10Y | -49.2% | +318.5% | -367.7% | -70.2% |
| All | +11.8% | +1,030.0% | -1,018.2% | -43.0% |
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