+316.5%
CHTR vs CNI
+499.9%
-183.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +3.3% |
| 7D | -4.1% | -0.4% | -3.7% | -3.9% |
| 30D | -3.0% | -2.7% | -0.3% | -1.8% |
| 3M | +4.8% | +3.9% | +0.8% | +3.1% |
| 6M | -35.0% | +16.4% | -51.4% | -39.1% |
| YTD | -30.2% | +25.8% | -56.0% | -36.8% |
| 1Y | -44.8% | +32.4% | -77.2% | -51.1% |
| 3Y | -66.6% | +19.1% | -85.6% | -69.3% |
| 5Y | -81.5% | +13.6% | -95.0% | -82.9% |
| 10Y | -44.8% | +136.8% | -181.6% | -63.7% |
| All | +316.5% | +499.9% | -183.4% | +99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling