-81.6%
CHTR vs NLY
+25.6%
-107.2%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.9% |
| 7D | -4.1% | -4.0% | -0.1% | -2.5% |
| 30D | -3.0% | -5.2% | +2.3% | -0.8% |
| 3M | +4.8% | +2.8% | +1.9% | +3.5% |
| 6M | -35.0% | +4.2% | -39.2% | -36.5% |
| YTD | -30.2% | +4.7% | -34.8% | -32.3% |
| 1Y | -44.8% | +12.7% | -57.5% | -48.3% |
| 3Y | -66.6% | +62.5% | -129.1% | -73.8% |
| All | -81.6% | +25.6% | -107.2% | -84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling