-81.6%
CHTR vs DD
+56.1%
-137.7%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.8% |
| 7D | -4.1% | -3.5% | -0.6% | -2.9% |
| 30D | -3.0% | -11.7% | +8.7% | +1.0% |
| 3M | +4.8% | -9.2% | +14.0% | +7.9% |
| 6M | -35.0% | -7.2% | -27.8% | -34.2% |
| YTD | -30.2% | +6.6% | -36.8% | -32.9% |
| 1Y | -44.8% | +32.0% | -76.8% | -51.1% |
| 3Y | -66.6% | +42.1% | -108.7% | -72.1% |
| All | -81.6% | +56.1% | -137.7% | -86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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