-99.6%
DFNS vs CHTR
-46.1%
-53.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +5.7% | -24.0% | -23.0% |
| 7D | -27.7% | +14.1% | -41.8% | -36.7% |
| 30D | -58.0% | +11.6% | -69.5% | -62.7% |
| 3M | -94.0% | -21.4% | -72.5% | -92.8% |
| 6M | -94.6% | -27.3% | -67.3% | -94.5% |
| YTD | -99.4% | -42.4% | -57.0% | -99.4% |
| 1Y | -99.6% | -45.6% | -54.1% | -99.6% |
| All | -99.6% | -46.1% | -53.6% | -99.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling