-41.4%
CHTR vs CNH
+29.2%
-70.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.0% | -3.6% | -0.4% |
| 7D | -1.1% | +23.3% | -24.3% | -4.9% |
| 30D | -0.8% | +33.5% | -34.2% | -6.0% |
| 3M | +17.8% | +32.7% | -14.9% | +11.5% |
| 6M | -34.5% | +22.2% | -56.7% | -36.6% |
| YTD | -27.2% | +57.7% | -84.9% | -35.3% |
| 1Y | -41.4% | +28.0% | -69.4% | -47.0% |
| All | -41.4% | +29.2% | -70.7% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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