+104.3%
DAL vs CHTR
-49.2%
+153.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.7% | -1.5% |
| 7D | -1.1% | +17.2% | -18.3% | -5.5% |
| 30D | +12.8% | +31.6% | -18.8% | +4.0% |
| 3M | -5.3% | -11.6% | +6.3% | -3.0% |
| 6M | +22.4% | -3.3% | +25.6% | +20.9% |
| YTD | +25.6% | -33.7% | +59.3% | +34.7% |
| 1Y | +45.5% | -32.4% | +77.9% | +55.0% |
| 3Y | +161.0% | -65.9% | +226.9% | +235.1% |
| 5Y | +112.2% | -79.9% | +192.2% | +220.5% |
| All | +104.3% | -49.2% | +153.5% | +117.9% |
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