+316.5%
CHTR vs NI
+1,095.8%
-779.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | -4.1% | 0.0% | -4.1% | -4.1% |
| 30D | -3.0% | -1.4% | -1.6% | -2.5% |
| 3M | +4.8% | -10.6% | +15.3% | +9.1% |
| 6M | -35.0% | -9.3% | -25.7% | -32.7% |
| YTD | -30.2% | +1.1% | -31.3% | -30.8% |
| 1Y | -44.8% | +3.4% | -48.1% | -45.8% |
| 3Y | -66.6% | +67.9% | -134.4% | -73.2% |
| 5Y | -81.5% | +98.0% | -179.4% | -86.2% |
| 10Y | -44.8% | +143.6% | -188.4% | -63.9% |
| All | +316.5% | +1,095.8% | -779.3% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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