-51.4%
CHTR vs NIO
-36.7%
-14.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.5% |
| 7D | -1.1% | -13.0% | +12.0% | -0.3% |
| 30D | -0.8% | -18.3% | +17.5% | +0.3% |
| 3M | +17.8% | -33.2% | +51.0% | +20.3% |
| 6M | -34.5% | -21.5% | -13.0% | -33.9% |
| YTD | -27.2% | -25.5% | -1.7% | -26.4% |
| 1Y | -41.4% | -38.0% | -3.4% | -40.4% |
| 3Y | -64.0% | -65.5% | +1.4% | -63.0% |
| 5Y | -81.3% | -90.6% | +9.3% | -80.2% |
| All | -51.4% | -36.7% | -14.7% | -54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling