-55.0%
CHTR vs NIO
-40.3%
-14.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.2% | +8.2% | +5.2% |
| 7D | -7.1% | -7.3% | +0.1% | -6.8% |
| 30D | -10.9% | -22.5% | +11.6% | -9.7% |
| 3M | +2.0% | -30.9% | +32.9% | +4.0% |
| 6M | -35.9% | -37.2% | +1.3% | -34.5% |
| YTD | -32.7% | -29.8% | -2.9% | -31.8% |
| 1Y | -46.6% | -37.4% | -9.1% | -45.6% |
| 3Y | -66.7% | -64.3% | -2.4% | -65.9% |
| 5Y | -82.1% | -90.6% | +8.4% | -81.1% |
| All | -55.0% | -40.3% | -14.7% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 10y: compounded portfolio wealth divided by compounded NIO 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…
10y analysis · Full analysis span regression · 6 months rolling