+64.1%
DIA vs CHTR
-81.7%
+145.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | +0.4% |
| 7D | -1.6% | -4.1% | +2.5% | -1.0% |
| 30D | -2.0% | -3.0% | +0.9% | -1.9% |
| 3M | +3.6% | +4.8% | -1.1% | +2.3% |
| 6M | +11.5% | -35.0% | +46.5% | +17.0% |
| YTD | +10.4% | -30.2% | +40.5% | +14.0% |
| 1Y | +15.6% | -44.8% | +60.3% | +24.2% |
| 3Y | +58.9% | -66.6% | +125.4% | +83.1% |
| All | +64.1% | -81.7% | +145.8% | +103.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling