-54.1%
CHTR vs DECK
+874.1%
-928.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.2% | -5.0% | -6.0% |
| 7D | +5.9% | +5.8% | +0.1% | +5.0% |
| 30D | +10.4% | +7.9% | +2.5% | +9.1% |
| 3M | -25.0% | -11.4% | -13.6% | -23.5% |
| 6M | -24.6% | -16.6% | -8.0% | -22.5% |
| YTD | -43.4% | -16.4% | -27.1% | -42.1% |
| 1Y | -45.8% | +8.6% | -54.5% | -46.6% |
| 3Y | -71.6% | -15.1% | -56.5% | -72.6% |
| 5Y | -82.9% | +22.9% | -105.7% | -85.1% |
| All | -54.1% | +874.1% | -928.2% | -70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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