-66.6%
CHTR vs DG
+4.6%
-71.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +3.5% |
| 7D | -4.1% | -6.5% | +2.4% | -3.3% |
| 30D | -3.0% | +4.2% | -7.1% | -3.5% |
| 3M | +4.8% | +9.5% | -4.7% | +3.7% |
| 6M | -35.0% | -13.1% | -21.9% | -34.7% |
| YTD | -30.2% | -4.8% | -25.3% | -30.2% |
| 1Y | -44.8% | +20.6% | -65.4% | -45.7% |
| 3Y | -66.6% | +4.9% | -71.5% | -68.0% |
| All | -66.6% | +4.6% | -71.2% | -68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling