+782.7%
DAL vs CHTR
+289.5%
+493.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.6% | -1.5% |
| 7D | +2.3% | +13.4% | -11.0% | -1.9% |
| 30D | +14.3% | +33.0% | -18.7% | +4.3% |
| 3M | +1.3% | -13.6% | +14.8% | +4.5% |
| 6M | +29.3% | -7.8% | +37.0% | +29.4% |
| YTD | +33.0% | -34.7% | +67.7% | +44.0% |
| 1Y | +59.8% | -34.8% | +94.7% | +73.2% |
| 3Y | +177.2% | -66.7% | +243.9% | +261.5% |
| 5Y | +118.4% | -80.4% | +198.7% | +234.5% |
| 10Y | +121.4% | -50.0% | +171.4% | +132.5% |
| All | +782.7% | +289.5% | +493.3% | +362.1% |
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