+316.4%
CHTR vs DRI
+1,053.6%
-737.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -3.7% |
| 7D | -0.3% | -1.2% | +0.9% | 0.0% |
| 30D | -4.5% | -0.4% | -4.1% | -4.5% |
| 3M | +10.2% | +9.5% | +0.7% | +7.6% |
| 6M | -37.2% | +6.5% | -43.7% | -38.5% |
| YTD | -30.2% | +18.4% | -48.6% | -33.5% |
| 1Y | -44.8% | +4.2% | -49.0% | -45.8% |
| 3Y | -65.5% | +57.1% | -122.6% | -69.6% |
| 5Y | -81.8% | +70.4% | -152.2% | -84.4% |
| 10Y | -45.8% | +354.0% | -399.8% | -67.2% |
| All | +316.4% | +1,053.6% | -737.2% | +93.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling