+57.3%
DIA vs CHTR
-66.9%
+124.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.0% | -5.6% | -1.2% |
| 7D | -3.0% | -7.1% | +4.1% | -2.3% |
| 30D | -3.0% | -10.9% | +7.9% | -2.0% |
| 3M | +4.5% | +2.0% | +2.5% | +3.8% |
| 6M | +9.8% | -35.9% | +45.7% | +14.0% |
| YTD | +9.3% | -32.7% | +42.0% | +12.5% |
| 1Y | +16.0% | -46.6% | +62.5% | +23.1% |
| All | +57.3% | -66.9% | +124.2% | +77.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling