-98.3%
DFNS vs CHTR
-44.4%
-53.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.7% | -6.2% | -6.0% |
| 7D | -6.3% | -4.1% | -2.3% | -3.2% |
| 30D | -74.0% | -3.0% | -71.0% | -74.2% |
| 3M | -70.1% | +4.8% | -74.9% | -75.5% |
| 6M | -93.9% | -35.0% | -58.9% | -94.3% |
| YTD | -98.1% | -30.2% | -67.9% | -98.3% |
| 1Y | -98.3% | -44.8% | -53.5% | -98.2% |
| All | -98.3% | -44.4% | -53.9% | -98.2% |
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