-47.4%
CHTR vs DECK
+753.0%
-800.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.7% | +1.6% | +3.9% |
| 7D | +17.2% | +0.1% | +17.1% | +17.2% |
| 30D | +31.6% | +4.8% | +26.8% | +30.7% |
| 3M | -11.6% | -6.9% | -4.6% | -10.5% |
| 6M | -3.3% | -7.6% | +4.3% | -2.1% |
| YTD | -33.7% | -16.3% | -17.5% | -32.2% |
| 1Y | -32.4% | +4.5% | -36.9% | -33.1% |
| 3Y | -65.9% | -17.1% | -48.8% | -67.0% |
| 5Y | -79.9% | +21.9% | -101.8% | -82.5% |
| All | -47.4% | +753.0% | -800.4% | -65.4% |
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