-45.6%
CHTR vs DTE
+5.6%
-51.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.4% | +3.2% | +4.7% |
| 7D | +14.1% | +4.2% | +9.9% | +12.3% |
| 30D | +11.6% | +10.0% | +1.6% | +8.1% |
| 3M | -21.4% | -2.1% | -19.4% | -21.2% |
| 6M | -27.3% | -4.7% | -22.6% | -26.7% |
| YTD | -42.4% | +9.3% | -51.7% | -42.2% |
| 1Y | -45.6% | +6.6% | -52.2% | -44.9% |
| All | -45.6% | +5.6% | -51.1% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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