+4,404.4%
DELL vs CHTR
-44.7%
+4,449.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.7% | +8.3% | +11.1% |
| 7D | +8.2% | -4.1% | +12.3% | +9.2% |
| 30D | +17.1% | -3.0% | +20.1% | +17.6% |
| 3M | +45.2% | +4.8% | +40.4% | +41.5% |
| 6M | +286.8% | -35.0% | +321.8% | +320.4% |
| YTD | +354.8% | -30.2% | +385.0% | +383.5% |
| 1Y | +358.3% | -44.8% | +403.0% | +420.1% |
| 3Y | +724.9% | -66.6% | +791.5% | +945.5% |
| 5Y | +1,193.7% | -81.5% | +1,275.2% | +1,909.9% |
| All | +4,404.4% | -44.7% | +4,449.2% | +4,678.6% |
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 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