-69.3%
CHTR vs CNH
+9.4%
-78.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.2% | -10.3% | -8.6% |
| 7D | -15.8% | +1.8% | -17.6% | -16.2% |
| 30D | -12.7% | +32.6% | -45.3% | -18.0% |
| 3M | -1.1% | +29.4% | -30.5% | -6.9% |
| 6M | -39.9% | +26.0% | -65.9% | -43.4% |
| YTD | -35.9% | +52.2% | -88.1% | -42.4% |
| 1Y | -49.2% | +23.9% | -73.0% | -52.2% |
| All | -69.3% | +9.4% | -78.7% | -70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling