-35.9%
CHTR vs DT
+32.7%
-68.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.6% | +3.4% | +4.8% |
| 7D | -7.1% | -2.5% | -4.6% | -7.0% |
| 30D | -10.9% | +3.5% | -14.4% | -11.4% |
| 3M | +2.0% | +26.7% | -24.7% | -0.3% |
| 6M | -35.9% | +36.1% | -72.1% | -37.2% |
| All | -35.9% | +32.7% | -68.6% | -37.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling