-45.6%
CHTR vs DRI
+34.0%
-79.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.1% | +0.6% | +4.2% |
| 7D | +14.1% | +6.5% | +7.6% | +12.1% |
| 30D | +11.6% | +16.4% | -4.8% | +7.5% |
| 3M | -21.4% | +13.6% | -35.1% | -24.2% |
| 6M | -27.3% | +22.0% | -49.3% | -31.3% |
| YTD | -42.4% | +29.3% | -71.7% | -48.9% |
| 1Y | -45.6% | +32.0% | -77.6% | -52.9% |
| All | -45.6% | +34.0% | -79.6% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling