-8.9%
DASH vs CHTR
-79.9%
+71.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.5% | -2.3% |
| 7D | -4.1% | +5.4% | -9.5% | -6.0% |
| 30D | -10.6% | +24.0% | -34.7% | -16.8% |
| 3M | -18.8% | -11.7% | -7.1% | -16.5% |
| 6M | +11.2% | -10.3% | +21.5% | +12.7% |
| YTD | -23.8% | -36.5% | +12.7% | -16.1% |
| 1Y | -12.2% | -37.7% | +25.6% | -2.9% |
| 3Y | +97.3% | -67.6% | +164.9% | +167.4% |
| 5Y | -29.8% | -80.8% | +50.9% | +19.3% |
| All | -8.9% | -79.9% | +71.0% | +57.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling