+44.6%
DXCM vs CHTR
-46.1%
+90.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +5.7% | +1.0% | +6.0% |
| 7D | +12.5% | +14.1% | -1.6% | +11.2% |
| 30D | +1.8% | +11.6% | -9.8% | +0.7% |
| 3M | +1.8% | -21.4% | +23.2% | +3.5% |
| 6M | +47.4% | -27.3% | +74.6% | +50.0% |
| YTD | +33.3% | -42.4% | +75.7% | +37.9% |
| 1Y | +44.6% | -45.6% | +90.2% | +50.6% |
| All | +44.6% | -46.1% | +90.7% | +50.6% |
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