+2.7%
CHTR vs CNH
+36.2%
-33.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.4% |
| 7D | +17.2% | +3.0% | +14.2% | +16.2% |
| 30D | +31.6% | -0.6% | +32.2% | +31.4% |
| 3M | -11.6% | +14.6% | -26.2% | -14.7% |
| 6M | -3.3% | +11.8% | -15.0% | -6.7% |
| YTD | -33.7% | +30.4% | -64.1% | -38.4% |
| 1Y | -32.4% | +19.1% | -51.5% | -36.1% |
| 3Y | -65.9% | +30.2% | -96.1% | -69.0% |
| 5Y | -79.9% | -17.8% | -62.1% | -80.2% |
| 10Y | -49.2% | +103.9% | -153.1% | -60.6% |
| All | +2.7% | +36.2% | -33.5% | -19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling