-99.9%
DFNS vs CHTR
-74.3%
-25.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.5% |
| 7D | +0.8% | -0.3% | +1.1% | +0.7% |
| 30D | -73.2% | -4.5% | -68.8% | -73.2% |
| 3M | -72.4% | +10.2% | -82.7% | -72.9% |
| 6M | -95.2% | -37.2% | -58.0% | -95.7% |
| YTD | -98.0% | -30.2% | -67.8% | -98.1% |
| 1Y | -98.3% | -44.8% | -53.5% | -98.5% |
| 3Y | -99.9% | -65.5% | -34.4% | -99.9% |
| 5Y | -99.9% | -81.8% | -18.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling