-83.0%
CHTR vs D
+5.1%
-88.0%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.7% | -6.4% | -7.6% |
| 7D | -15.8% | -0.4% | -15.3% | -15.6% |
| 30D | -12.7% | -2.1% | -10.6% | -12.1% |
| 3M | -1.1% | -0.7% | -0.4% | -0.9% |
| 6M | -39.9% | +5.6% | -45.5% | -41.2% |
| YTD | -35.9% | +14.6% | -50.4% | -39.0% |
| 1Y | -49.2% | +15.3% | -64.5% | -51.9% |
| 3Y | -68.3% | +59.1% | -127.4% | -74.0% |
| 5Y | -83.0% | +3.9% | -86.9% | -83.6% |
| All | -83.0% | +5.1% | -88.0% | -83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling