+61.6%
DRAM vs CHTR
-37.0%
+98.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.7% | +8.7% | +11.0% |
| 7D | -0.6% | +13.4% | -13.9% | +5.3% |
| 30D | -18.0% | +33.0% | -51.0% | -7.6% |
| 3M | -11.9% | -13.6% | +1.7% | -12.5% |
| 6M | -18.6% | -7.8% | -10.8% | -13.2% |
| All | +61.6% | -37.0% | +98.6% | +68.0% |
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