+129.3%
DAL vs CHTR
-46.7%
+176.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.0% | -5.6% | -2.1% |
| 7D | -0.6% | -7.1% | +6.5% | +1.3% |
| 30D | -13.5% | -10.9% | -2.6% | -11.0% |
| 3M | +2.6% | +2.0% | +0.6% | +0.7% |
| 6M | +32.7% | -35.9% | +68.6% | +45.7% |
| YTD | +13.6% | -32.7% | +46.3% | +22.2% |
| 1Y | +28.8% | -46.6% | +75.4% | +49.1% |
| 3Y | +98.2% | -66.7% | +164.9% | +157.9% |
| 5Y | +105.9% | -82.1% | +188.1% | +226.4% |
| All | +129.3% | -46.7% | +176.0% | +149.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling