-45.6%
CHTR vs CNI
+37.5%
-83.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.1% | +3.6% | +4.5% |
| 7D | +14.1% | +3.7% | +10.4% | +11.9% |
| 30D | +11.6% | +8.1% | +3.5% | +7.2% |
| 3M | -21.4% | +1.9% | -23.3% | -22.2% |
| 6M | -27.3% | +19.2% | -46.5% | -32.8% |
| YTD | -42.4% | +32.7% | -75.1% | -49.2% |
| 1Y | -45.6% | +37.0% | -82.6% | -53.2% |
| All | -45.6% | +37.5% | -83.1% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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