+301.6%
CHTR vs DVA
+503.5%
-201.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.9% | +5.9% | +5.2% |
| 7D | -7.1% | -0.2% | -7.0% | -7.1% |
| 30D | -10.9% | +1.7% | -12.5% | -11.2% |
| 3M | +2.0% | -8.7% | +10.7% | +3.4% |
| 6M | -35.9% | +19.7% | -55.6% | -39.6% |
| YTD | -32.7% | +59.6% | -92.3% | -41.3% |
| 1Y | -46.6% | +37.1% | -83.7% | -51.7% |
| 3Y | -66.7% | +89.8% | -156.5% | -73.1% |
| 5Y | -82.1% | +47.4% | -129.5% | -85.1% |
| 10Y | -46.8% | +184.9% | -231.7% | -65.4% |
| All | +301.6% | +503.5% | -201.9% | +113.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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