+123.5%
DAL vs CHTR
-50.2%
+173.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.6% | -10.2% | -2.5% |
| 7D | +10.7% | +17.8% | -7.1% | +5.4% |
| 30D | +12.5% | +29.7% | -17.2% | +4.1% |
| 3M | +3.6% | -12.5% | +16.2% | +6.4% |
| 6M | +26.7% | -13.4% | +40.2% | +29.4% |
| YTD | +34.3% | -35.8% | +70.1% | +45.3% |
| 1Y | +59.1% | -36.3% | +95.4% | +72.6% |
| 3Y | +179.9% | -67.3% | +247.1% | +263.4% |
| 5Y | +119.1% | -80.9% | +200.0% | +235.3% |
| All | +123.5% | -50.2% | +173.7% | +149.9% |
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