+33.9%
DAL vs CHTR
-41.9%
+75.8%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.8% |
| 7D | +0.1% | -1.1% | +1.2% | +0.2% |
| 30D | -13.9% | -0.8% | -13.2% | -13.9% |
| 3M | +1.1% | +17.8% | -16.7% | -1.3% |
| 6M | +26.2% | -34.5% | +60.7% | +29.9% |
| YTD | +16.4% | -27.2% | +43.6% | +16.6% |
| 1Y | +33.9% | -41.4% | +75.3% | +39.3% |
| All | +33.9% | -41.9% | +75.8% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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