-66.6%
CHTR vs DGX
+96.4%
-163.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +3.1% |
| 7D | -4.1% | -0.9% | -3.2% | -3.8% |
| 30D | -3.0% | -1.2% | -1.8% | -2.5% |
| 3M | +4.8% | +15.8% | -11.0% | -0.5% |
| 6M | -35.0% | +18.2% | -53.2% | -38.7% |
| YTD | -30.2% | +37.2% | -67.4% | -36.9% |
| 1Y | -44.8% | +30.4% | -75.1% | -49.5% |
| 3Y | -66.6% | +96.7% | -163.3% | -72.8% |
| All | -66.6% | +96.4% | -163.0% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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