+12.8%
CHTR vs CNH
+64.7%
-51.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.0% | -3.6% | -0.5% |
| 7D | -1.1% | +23.3% | -24.3% | -5.4% |
| 30D | -0.8% | +33.5% | -34.2% | -6.9% |
| 3M | +17.8% | +32.7% | -14.9% | +10.3% |
| 6M | -34.5% | +22.2% | -56.7% | -37.9% |
| YTD | -27.2% | +57.7% | -84.9% | -34.7% |
| 1Y | -41.4% | +28.0% | -69.4% | -45.2% |
| 3Y | -64.0% | +11.5% | -75.5% | -66.0% |
| 5Y | -81.3% | +11.9% | -93.1% | -82.6% |
| 10Y | -44.1% | +162.8% | -206.9% | -58.7% |
| All | +12.8% | +64.7% | -51.9% | -14.8% |
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