+316.5%
CHTR vs DTE
+549.3%
-232.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.3% | +5.0% | +4.2% |
| 7D | -4.1% | -2.6% | -1.5% | -3.1% |
| 30D | -3.0% | -4.4% | +1.4% | -1.3% |
| 3M | +4.8% | -8.3% | +13.1% | +8.2% |
| 6M | -35.0% | -8.1% | -27.0% | -33.0% |
| YTD | -30.2% | +4.4% | -34.6% | -31.6% |
| 1Y | -44.8% | +0.2% | -44.9% | -45.0% |
| 3Y | -66.6% | +42.6% | -109.2% | -71.2% |
| 5Y | -81.5% | +31.5% | -112.9% | -83.7% |
| 10Y | -44.8% | +138.2% | -183.0% | -63.7% |
| All | +316.5% | +549.3% | -232.8% | +64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling