-44.1%
CHTR vs NLY
+0.3%
-44.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.1% | +4.7% |
| 7D | +15.5% | +2.1% | +13.4% | +15.0% |
| 30D | +15.9% | +2.3% | +13.5% | +15.1% |
| 3M | -17.8% | -13.7% | -4.2% | -17.8% |
| 6M | -20.5% | -9.6% | -10.8% | -20.7% |
| YTD | -39.7% | -6.5% | -33.3% | -42.8% |
| 1Y | -44.1% | -0.6% | -43.5% | -49.8% |
| All | -44.1% | +0.3% | -44.4% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 1y: compounded portfolio wealth divided by compounded NLY 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…
1y analysis · Full analysis span regression · 6 months rolling