-47.8%
CHTR vs CNH
+157.1%
-204.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.9% | +7.9% | +5.6% |
| 7D | -7.1% | -2.5% | -4.7% | -6.7% |
| 30D | -10.9% | +27.0% | -37.9% | -15.7% |
| 3M | +2.0% | +32.6% | -30.6% | -4.8% |
| 6M | -35.9% | +23.6% | -59.5% | -39.6% |
| YTD | -32.7% | +47.8% | -80.5% | -39.1% |
| 1Y | -46.6% | +21.3% | -67.8% | -49.6% |
| 3Y | -66.7% | +7.0% | -73.7% | -68.4% |
| 5Y | -82.1% | +10.2% | -92.3% | -83.5% |
| All | -47.8% | +157.1% | -204.9% | -63.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling