-21.8%
DXCM vs CHTR
-68.4%
+46.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.1% | +7.4% | -1.0% |
| 7D | -6.5% | -15.8% | +9.3% | -7.0% |
| 30D | -4.3% | -12.7% | +8.4% | -4.7% |
| 3M | +7.3% | -1.1% | +8.4% | +7.5% |
| 6M | +22.0% | -39.9% | +61.9% | +18.5% |
| YTD | +26.4% | -35.9% | +62.2% | +23.8% |
| 1Y | +7.0% | -49.2% | +56.1% | +2.1% |
| All | -21.8% | -68.4% | +46.6% | -21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling