+316.4%
CHTR vs D
+242.7%
+73.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.3% |
| 7D | -0.3% | +0.8% | -1.1% | -0.6% |
| 30D | -4.5% | -0.7% | -3.7% | -4.3% |
| 3M | +10.2% | +2.1% | +8.2% | +9.3% |
| 6M | -37.2% | +6.8% | -44.1% | -38.9% |
| YTD | -30.2% | +16.5% | -46.7% | -34.2% |
| 1Y | -44.8% | +19.2% | -63.9% | -48.4% |
| 3Y | -65.5% | +61.9% | -127.4% | -71.7% |
| 5Y | -81.8% | +6.5% | -88.3% | -82.7% |
| 10Y | -45.8% | +35.3% | -81.0% | -54.8% |
| All | +316.4% | +242.7% | +73.7% | +124.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling