-39.0%
CHTR vs NSC
+8.1%
-47.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.4% | -6.7% | -7.5% |
| 7D | -15.8% | -2.0% | -13.7% | -14.9% |
| 30D | -12.7% | -3.2% | -9.5% | -11.3% |
| 3M | -1.1% | +3.9% | -5.0% | -4.4% |
| All | -39.0% | +8.1% | -47.1% | -41.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling