-57.1%
CHTR vs DBX
+19.3%
-76.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.3% | -10.4% | -8.6% |
| 7D | -15.8% | +0.3% | -16.0% | -15.9% |
| 30D | -12.7% | 0.0% | -12.7% | -12.7% |
| 3M | -1.1% | +26.1% | -27.2% | -5.9% |
| 6M | -39.9% | +29.4% | -69.3% | -43.5% |
| YTD | -35.9% | +24.4% | -60.3% | -39.2% |
| 1Y | -49.2% | +10.9% | -60.0% | -50.8% |
| 3Y | -68.3% | +24.1% | -92.4% | -70.7% |
| 5Y | -83.0% | +7.8% | -90.7% | -84.2% |
| All | -57.1% | +19.3% | -76.4% | -64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling