-99.9%
DFNS vs CHTR
-74.3%
-25.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.7% | -6.2% | -2.8% |
| 7D | -6.3% | -4.1% | -2.3% | -6.1% |
| 30D | -74.0% | -3.0% | -71.0% | -73.9% |
| 3M | -70.1% | +4.8% | -74.9% | -70.9% |
| 6M | -93.9% | -35.0% | -58.9% | -94.5% |
| YTD | -98.1% | -30.2% | -67.9% | -98.3% |
| 1Y | -98.3% | -44.8% | -53.5% | -98.5% |
| 3Y | -99.9% | -66.6% | -33.3% | -99.9% |
| 5Y | -99.9% | -81.5% | -18.4% | -99.9% |
| All | -99.9% | -74.3% | -25.6% | -99.9% |
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