-82.1%
CHTR vs DRI
+63.5%
-145.6%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.9% | +5.9% | +5.3% |
| 7D | -7.1% | -4.8% | -2.3% | -5.7% |
| 30D | -10.9% | -5.2% | -5.7% | -9.5% |
| 3M | +2.0% | +2.7% | -0.7% | +0.7% |
| 6M | -35.9% | +3.6% | -39.5% | -37.0% |
| YTD | -32.7% | +15.4% | -48.1% | -36.5% |
| 1Y | -46.6% | +1.3% | -47.8% | -47.5% |
| 3Y | -66.7% | +53.1% | -119.8% | -71.9% |
| 5Y | -82.1% | +64.6% | -146.7% | -85.9% |
| All | -82.1% | +63.5% | -145.6% | -85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling