+334.3%
CHTR vs DAR
+642.5%
-308.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | -1.1% | +1.4% | -2.4% | -1.3% |
| 30D | -0.8% | +12.8% | -13.6% | -3.3% |
| 3M | +17.8% | +7.4% | +10.4% | +15.6% |
| 6M | -34.5% | +22.3% | -56.7% | -37.5% |
| YTD | -27.2% | +81.1% | -108.3% | -36.0% |
| 1Y | -41.4% | +106.5% | -147.9% | -50.2% |
| 3Y | -64.0% | +5.3% | -69.3% | -65.8% |
| 5Y | -81.3% | -11.5% | -69.7% | -82.0% |
| 10Y | -44.1% | +353.3% | -397.4% | -64.4% |
| All | +334.3% | +642.5% | -308.2% | +157.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling