+126.0%
DUK vs CHTR
-44.7%
+170.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.5% |
| 7D | -0.7% | -4.1% | +3.4% | -0.2% |
| 30D | -2.4% | -3.0% | +0.5% | -2.3% |
| 3M | -3.0% | +4.8% | -7.8% | -4.2% |
| 6M | -6.6% | -35.0% | +28.5% | -2.2% |
| YTD | +4.6% | -30.2% | +34.7% | +7.9% |
| 1Y | +1.2% | -44.8% | +46.0% | +8.2% |
| 3Y | +45.7% | -66.6% | +112.2% | +65.6% |
| 5Y | +40.3% | -81.5% | +121.8% | +78.6% |
| All | +126.0% | -44.7% | +170.8% | +135.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling