-47.8%
CHTR vs D
+38.3%
-86.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.1% | +5.1% | +5.0% |
| 7D | -7.1% | -1.6% | -5.5% | -6.6% |
| 30D | -10.9% | -3.5% | -7.3% | -9.9% |
| 3M | +2.0% | -1.6% | +3.6% | +2.4% |
| 6M | -35.9% | +5.8% | -41.7% | -37.3% |
| YTD | -32.7% | +14.5% | -47.1% | -35.8% |
| 1Y | -46.6% | +14.2% | -60.7% | -49.1% |
| 3Y | -66.7% | +59.0% | -125.7% | -72.1% |
| 5Y | -82.1% | +5.4% | -87.5% | -82.9% |
| All | -47.8% | +38.3% | -86.1% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 10y: compounded portfolio wealth divided by compounded D 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…
10y analysis · Full analysis span regression · 6 months rolling