+100.0%
DAL vs CHTR
-65.0%
+165.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | -0.7% |
| 7D | +3.4% | -0.3% | +3.7% | +3.3% |
| 30D | -13.6% | -4.5% | -9.1% | -12.9% |
| 3M | +1.2% | +10.2% | -9.0% | -1.4% |
| 6M | +34.5% | -37.2% | +71.7% | +44.5% |
| YTD | +14.7% | -30.2% | +44.9% | +19.6% |
| 1Y | +29.2% | -44.8% | +74.0% | +42.6% |
| 3Y | +100.0% | -65.5% | +165.5% | +141.4% |
| All | +100.0% | -65.0% | +165.0% | +141.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling