-53.3%
CHTR vs DBX
+22.6%
-76.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.3% | +3.4% |
| 7D | -4.1% | +2.1% | -6.2% | -4.5% |
| 30D | -3.0% | +5.7% | -8.7% | -4.2% |
| 3M | +4.8% | +31.8% | -27.0% | -1.2% |
| 6M | -35.0% | +37.5% | -72.5% | -39.7% |
| YTD | -30.2% | +27.9% | -58.1% | -34.2% |
| 1Y | -44.8% | +15.0% | -59.8% | -47.0% |
| 3Y | -66.6% | +27.2% | -93.7% | -69.2% |
| 5Y | -81.5% | +12.8% | -94.3% | -83.0% |
| All | -53.3% | +22.6% | -76.0% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 10y: compounded portfolio wealth divided by compounded DBX 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…
10y analysis · Full analysis span regression · 6 months rolling