+61.4%
DAL vs CHTR
-36.8%
+98.2%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.6% | -10.2% | -0.7% |
| 7D | +10.7% | +17.8% | -7.1% | +8.5% |
| 30D | +12.5% | +29.7% | -17.2% | +9.1% |
| 3M | +3.6% | -12.5% | +16.2% | +4.7% |
| 6M | +26.7% | -13.4% | +40.2% | +27.7% |
| YTD | +34.3% | -35.8% | +70.1% | +36.2% |
| All | +61.4% | -36.8% | +98.2% | +63.8% |
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 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