-47.4%
CHTR vs D
+48.0%
-95.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.2% |
| 7D | +17.2% | -1.4% | +18.6% | +17.7% |
| 30D | +31.6% | +7.7% | +23.9% | +28.7% |
| 3M | -11.6% | -0.3% | -11.3% | -11.5% |
| 6M | -3.3% | +10.1% | -13.3% | -6.3% |
| YTD | -33.7% | +19.1% | -52.8% | -37.5% |
| 1Y | -32.4% | +15.9% | -48.3% | -35.8% |
| 3Y | -65.9% | +75.0% | -141.0% | -72.2% |
| 5Y | -79.9% | +13.4% | -93.3% | -81.2% |
| All | -47.4% | +48.0% | -95.4% | -54.5% |
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