-65.2%
CHTR vs DT
+98.4%
-163.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +0.6% | -8.7% | -8.2% |
| 7D | -15.8% | -0.5% | -15.2% | -15.7% |
| 30D | -12.7% | +0.1% | -12.7% | -12.8% |
| 3M | -1.1% | +24.1% | -25.2% | -5.4% |
| 6M | -39.9% | +30.1% | -70.0% | -43.6% |
| YTD | -35.9% | +16.8% | -52.6% | -38.7% |
| 1Y | -49.2% | -0.1% | -49.1% | -49.9% |
| 3Y | -68.3% | +6.8% | -75.1% | -69.7% |
| 5Y | -83.0% | -28.4% | -54.6% | -83.2% |
| All | -65.2% | +98.4% | -163.6% | -73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling