-45.9%
CHTR vs DRI
+353.8%
-399.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.4% |
| 7D | -4.1% | -3.2% | -0.9% | -3.3% |
| 30D | -3.0% | -7.8% | +4.9% | -1.1% |
| 3M | +4.8% | +0.4% | +4.4% | +4.5% |
| 6M | -35.0% | +4.8% | -39.8% | -36.0% |
| YTD | -30.2% | +16.7% | -46.9% | -33.0% |
| 1Y | -44.8% | +1.5% | -46.2% | -45.4% |
| 3Y | -66.6% | +56.3% | -122.8% | -70.2% |
| 5Y | -81.5% | +66.4% | -147.9% | -83.9% |
| All | -45.9% | +353.8% | -399.7% | -64.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling