-45.9%
CHTR vs DLTR
+45.3%
-91.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.8% |
| 7D | -4.1% | -10.1% | +6.0% | -2.3% |
| 30D | -3.0% | -8.1% | +5.2% | -1.5% |
| 3M | +4.8% | +2.9% | +1.9% | +4.2% |
| 6M | -35.0% | +4.3% | -39.4% | -35.9% |
| YTD | -30.2% | -3.9% | -26.2% | -30.3% |
| 1Y | -44.8% | +18.9% | -63.7% | -46.9% |
| 3Y | -66.6% | +1.9% | -68.5% | -67.8% |
| 5Y | -81.5% | +31.0% | -112.5% | -83.3% |
| All | -45.9% | +45.3% | -91.2% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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