+787.4%
DAL vs CHTR
+246.3%
+541.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.7% | +2.6% | +4.5% |
| 7D | +10.0% | +4.9% | +5.1% | +8.3% |
| 30D | +12.0% | +17.2% | -5.2% | +6.4% |
| 3M | +0.8% | -20.6% | +21.3% | +6.8% |
| 6M | +26.2% | -21.7% | +47.9% | +33.1% |
| YTD | +33.7% | -41.9% | +75.6% | +50.3% |
| 1Y | +57.6% | -44.9% | +102.5% | +80.2% |
| 3Y | +183.5% | -70.0% | +253.5% | +282.0% |
| 5Y | +114.2% | -82.6% | +196.8% | +241.0% |
| 10Y | +128.1% | -55.1% | +183.2% | +147.8% |
| All | +787.4% | +246.3% | +541.1% | +382.3% |
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