+99.6%
DE vs CHTR
-81.7%
+181.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -0.8% |
| 7D | -2.6% | -4.1% | +1.5% | -2.2% |
| 30D | +9.0% | -3.0% | +12.0% | +9.2% |
| 3M | +19.1% | +4.8% | +14.4% | +17.8% |
| 6M | +14.4% | -35.0% | +49.4% | +19.8% |
| YTD | +45.9% | -30.2% | +76.1% | +50.9% |
| 1Y | +43.6% | -44.8% | +88.4% | +53.0% |
| 3Y | +75.9% | -66.6% | +142.4% | +97.7% |
| All | +99.6% | -81.7% | +181.3% | +137.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling