+316.4%
CHTR vs DAR
+664.4%
-348.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.9% | -7.1% | -4.7% |
| 7D | -0.3% | -0.9% | +0.6% | -0.2% |
| 30D | -4.5% | +13.0% | -17.4% | -6.9% |
| 3M | +10.2% | +15.0% | -4.8% | +6.7% |
| 6M | -37.2% | +26.8% | -64.1% | -40.6% |
| YTD | -30.2% | +86.4% | -116.6% | -39.0% |
| 1Y | -44.8% | +115.1% | -159.9% | -53.4% |
| 3Y | -65.5% | +14.6% | -80.1% | -67.8% |
| 5Y | -81.8% | -8.8% | -73.0% | -82.6% |
| 10Y | -45.8% | +356.5% | -402.3% | -65.5% |
| All | +316.4% | +664.4% | -348.0% | +145.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded DAR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling