+62.5%
DRAM vs CHTR
-44.4%
+106.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +5.7% | -11.0% | -3.2% |
| 7D | -16.6% | +14.1% | -30.7% | -12.3% |
| 30D | -26.9% | +11.6% | -38.4% | -23.2% |
| 3M | -17.8% | -21.4% | +3.6% | -22.1% |
| 6M | +6.2% | -27.3% | +33.5% | +5.7% |
| All | +62.5% | -44.4% | +106.9% | +59.6% |
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 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