-62.1%
CHTR vs DT
+100.3%
-162.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.8% |
| 7D | -4.1% | -1.6% | -2.5% | -3.8% |
| 30D | -3.0% | +3.0% | -6.0% | -3.6% |
| 3M | +4.8% | +26.5% | -21.7% | -0.2% |
| 6M | -35.0% | +35.9% | -71.0% | -39.5% |
| YTD | -30.2% | +17.8% | -48.0% | -33.3% |
| 1Y | -44.8% | +4.1% | -48.8% | -46.0% |
| 3Y | -66.6% | +5.3% | -71.9% | -67.9% |
| 5Y | -81.5% | -27.2% | -54.3% | -81.8% |
| All | -62.1% | +100.3% | -162.4% | -71.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling