-45.9%
CHTR vs DG
+101.8%
-147.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +3.5% |
| 7D | -4.1% | -6.5% | +2.4% | -2.8% |
| 30D | -3.0% | +4.2% | -7.1% | -3.8% |
| 3M | +4.8% | +9.5% | -4.7% | +2.8% |
| 6M | -35.0% | -13.1% | -21.9% | -33.6% |
| YTD | -30.2% | -4.8% | -25.3% | -29.8% |
| 1Y | -44.8% | +20.6% | -65.4% | -47.0% |
| 3Y | -66.6% | +4.9% | -71.5% | -68.2% |
| 5Y | -81.5% | -37.9% | -43.6% | -80.2% |
| All | -45.9% | +101.8% | -147.6% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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