-66.6%
CHTR vs CNP
+49.7%
-116.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | -4.1% | -1.4% | -2.7% | -3.8% |
| 30D | -3.0% | -2.9% | 0.0% | -2.3% |
| 3M | +4.8% | -7.5% | +12.3% | +6.8% |
| 6M | -35.0% | -7.9% | -27.1% | -33.6% |
| YTD | -30.2% | +3.7% | -33.9% | -30.8% |
| 1Y | -44.8% | +4.6% | -49.4% | -45.4% |
| 3Y | -66.6% | +49.1% | -115.7% | -71.8% |
| All | -66.6% | +49.7% | -116.2% | -71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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