+672.8%
DAL vs CHTR
+334.3%
+338.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | +0.1% | -1.1% | +1.2% | +0.3% |
| 30D | -13.9% | -0.8% | -13.2% | -14.1% |
| 3M | +1.1% | +17.8% | -16.7% | -5.1% |
| 6M | +26.2% | -34.5% | +60.7% | +39.0% |
| YTD | +16.4% | -27.2% | +43.6% | +23.2% |
| 1Y | +33.9% | -41.4% | +75.3% | +52.0% |
| 3Y | +93.4% | -64.0% | +157.4% | +148.3% |
| 5Y | +106.4% | -81.3% | +187.6% | +226.3% |
| 10Y | +143.0% | -44.1% | +187.0% | +148.8% |
| All | +672.8% | +334.3% | +338.5% | +295.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling