+282.5%
CHTR vs NOC
+1,313.9%
-1,031.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.6% | -7.6% | -8.0% |
| 7D | -15.8% | -1.6% | -14.2% | -15.4% |
| 30D | -12.7% | -10.4% | -2.3% | -9.8% |
| 3M | -1.1% | -5.6% | +4.5% | +0.4% |
| 6M | -39.9% | -30.4% | -9.5% | -33.2% |
| YTD | -35.9% | -8.5% | -27.4% | -34.8% |
| 1Y | -49.2% | -8.3% | -40.8% | -48.3% |
| 3Y | -68.3% | +28.2% | -96.5% | -71.5% |
| 5Y | -83.0% | +56.7% | -139.7% | -86.2% |
| 10Y | -49.3% | +189.3% | -238.7% | -69.7% |
| All | +282.5% | +1,313.9% | -1,031.4% | +20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling