-45.6%
CHTR vs DT
-5.1%
-40.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.2% | +5.7% |
| 7D | +14.1% | -25.5% | +39.6% | +15.3% |
| 30D | +11.6% | -22.3% | +33.9% | +12.3% |
| 3M | -21.4% | +2.3% | -23.8% | -23.0% |
| 6M | -27.3% | +20.7% | -48.0% | -29.5% |
| YTD | -42.4% | +7.9% | -50.3% | -45.0% |
| 1Y | -45.6% | -5.7% | -39.8% | -47.6% |
| All | -45.6% | -5.1% | -40.4% | -47.6% |
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