-81.6%
CHTR vs NOC
+58.2%
-139.8%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | -4.1% | +0.8% | -4.9% | -4.2% |
| 30D | -3.0% | -9.7% | +6.7% | -1.3% |
| 3M | +4.8% | -5.6% | +10.4% | +5.8% |
| 6M | -35.0% | -28.6% | -6.4% | -31.6% |
| YTD | -30.2% | -7.9% | -22.3% | -29.6% |
| 1Y | -44.8% | -9.5% | -35.2% | -44.2% |
| 3Y | -66.6% | +28.4% | -94.9% | -68.1% |
| All | -81.6% | +58.2% | -139.8% | -83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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