-41.4%
CHTR vs DT
+4.0%
-45.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.5% |
| 7D | -1.1% | -3.3% | +2.2% | -0.7% |
| 30D | -0.8% | +2.0% | -2.8% | -1.2% |
| 3M | +17.8% | +20.0% | -2.2% | +15.2% |
| 6M | -34.5% | +39.3% | -73.8% | -36.3% |
| YTD | -27.2% | +19.8% | -46.9% | -29.3% |
| 1Y | -41.4% | +4.3% | -45.7% | -42.5% |
| All | -41.4% | +4.0% | -45.5% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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