+183.5%
DAL vs CHTR
-70.8%
+254.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.7% | +2.6% | +4.8% |
| 7D | +10.0% | +4.9% | +5.1% | +8.9% |
| 30D | +12.0% | +17.2% | -5.2% | +8.5% |
| 3M | +0.8% | -20.6% | +21.3% | +4.6% |
| 6M | +26.2% | -21.7% | +47.9% | +30.7% |
| YTD | +33.7% | -41.9% | +75.6% | +43.5% |
| 1Y | +57.6% | -44.9% | +102.5% | +71.2% |
| 3Y | +183.5% | -70.0% | +253.5% | +252.0% |
| All | +183.5% | -70.8% | +254.3% | +252.0% |
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