+316.5%
CHTR vs DD
+274.9%
+41.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.8% |
| 7D | -4.1% | -3.5% | -0.6% | -3.1% |
| 30D | -3.0% | -11.7% | +8.7% | +0.6% |
| 3M | +4.8% | -9.2% | +14.0% | +7.6% |
| 6M | -35.0% | -7.2% | -27.8% | -34.2% |
| YTD | -30.2% | +6.6% | -36.8% | -32.2% |
| 1Y | -44.8% | +32.0% | -76.8% | -49.8% |
| 3Y | -66.6% | +42.1% | -108.7% | -70.8% |
| 5Y | -81.5% | +58.1% | -139.5% | -84.5% |
| 10Y | -44.8% | +65.3% | -110.1% | -58.1% |
| All | +316.5% | +274.9% | +41.6% | +138.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling