+611.5%
DIA vs CHTR
+316.4%
+295.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -0.2% |
| 7D | +0.1% | -0.3% | +0.4% | 0.0% |
| 30D | -2.1% | -4.5% | +2.4% | -1.4% |
| 3M | +4.2% | +10.2% | -6.1% | +0.9% |
| 6M | +11.9% | -37.2% | +49.1% | +21.2% |
| YTD | +10.8% | -30.2% | +41.0% | +16.5% |
| 1Y | +17.5% | -44.8% | +62.3% | +30.4% |
| 3Y | +59.9% | -65.5% | +125.4% | +92.4% |
| 5Y | +64.1% | -81.8% | +145.9% | +130.2% |
| 10Y | +246.2% | -45.8% | +292.0% | +254.1% |
| All | +611.5% | +316.4% | +295.1% | +310.9% |
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