+282.5%
CHTR vs DG
+531.6%
-249.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -2.6% | -5.6% | -7.7% |
| 7D | -15.8% | -4.8% | -10.9% | -15.0% |
| 30D | -12.7% | +1.8% | -14.4% | -13.0% |
| 3M | -1.1% | +14.5% | -15.6% | -3.5% |
| 6M | -39.9% | -13.6% | -26.4% | -38.6% |
| YTD | -35.9% | -4.8% | -31.0% | -35.5% |
| 1Y | -49.2% | +21.6% | -70.7% | -51.2% |
| 3Y | -68.3% | +4.5% | -72.8% | -69.7% |
| 5Y | -83.0% | -38.5% | -44.5% | -82.1% |
| 10Y | -49.3% | +102.2% | -151.5% | -57.6% |
| All | +282.5% | +531.6% | -249.0% | +182.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling