+259.6%
CHTR vs DECK
+1,419.2%
-1,159.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.5% | +6.2% | +4.9% |
| 7D | +15.5% | +6.0% | +9.5% | +14.5% |
| 30D | +15.9% | +7.4% | +8.4% | +14.7% |
| 3M | -17.8% | -11.7% | -6.2% | -16.4% |
| 6M | -20.5% | -11.0% | -9.5% | -19.2% |
| YTD | -39.7% | -15.4% | -24.3% | -38.5% |
| 1Y | -44.1% | +7.2% | -51.3% | -44.8% |
| 3Y | -70.0% | -11.8% | -58.2% | -70.9% |
| 5Y | -81.7% | +24.3% | -106.1% | -83.5% |
| 10Y | -49.7% | +907.5% | -957.2% | -66.6% |
| All | +259.6% | +1,419.2% | -1,159.6% | +136.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling