-46.6%
CHTR vs D
+15.9%
-62.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.1% | +5.1% | +5.0% |
| 7D | -7.1% | -1.6% | -5.5% | -6.9% |
| 30D | -10.9% | -3.5% | -7.3% | -10.3% |
| 3M | +2.0% | -1.6% | +3.6% | +2.2% |
| 6M | -35.9% | +5.8% | -41.7% | -36.4% |
| YTD | -32.7% | +14.5% | -47.1% | -33.6% |
| 1Y | -46.6% | +14.2% | -60.7% | -46.4% |
| All | -46.6% | +15.9% | -62.5% | -46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling