+8.8%
DXCM vs CHTR
-41.9%
+50.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.0% |
| 7D | -3.2% | -1.1% | -2.2% | -3.2% |
| 30D | +6.3% | -0.8% | +7.1% | +6.3% |
| 3M | +21.1% | +17.8% | +3.3% | +19.7% |
| 6M | +20.6% | -34.5% | +55.1% | +20.9% |
| YTD | +32.4% | -27.2% | +59.6% | +33.2% |
| 1Y | +8.8% | -41.4% | +50.3% | +5.4% |
| All | +8.8% | -41.9% | +50.8% | +5.4% |
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