-82.1%
CHTR vs DAR
-6.7%
-75.4%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.7% | +6.7% | +5.3% |
| 7D | -7.1% | +0.9% | -8.1% | -7.4% |
| 30D | -10.9% | +6.4% | -17.3% | -12.1% |
| 3M | +2.0% | +13.2% | -11.2% | -1.0% |
| 6M | -35.9% | +26.2% | -62.1% | -39.4% |
| YTD | -32.7% | +84.4% | -117.0% | -41.2% |
| 1Y | -46.6% | +112.0% | -158.6% | -55.0% |
| 3Y | -66.7% | +13.4% | -80.1% | -68.9% |
| 5Y | -82.1% | -6.0% | -76.1% | -83.3% |
| All | -82.1% | -6.7% | -75.4% | -83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling