-45.9%
CHTR vs NSC
+332.1%
-377.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.9% | +4.6% | +4.1% |
| 7D | -4.1% | -2.8% | -1.3% | -3.0% |
| 30D | -3.0% | -4.5% | +1.6% | -1.2% |
| 3M | +4.8% | +3.5% | +1.2% | +3.2% |
| 6M | -35.0% | +8.5% | -43.6% | -37.2% |
| YTD | -30.2% | +12.3% | -42.5% | -33.4% |
| 1Y | -44.8% | +18.9% | -63.7% | -48.5% |
| 3Y | -66.6% | +74.1% | -140.7% | -73.0% |
| 5Y | -81.5% | +43.9% | -125.4% | -84.3% |
| All | -45.9% | +332.1% | -377.9% | -69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 10y: compounded portfolio wealth divided by compounded NSC 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…
10y analysis · Full analysis span regression · 6 months rolling