-45.6%
CHTR vs NTAP
+66.6%
-112.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.6% | +7.3% | +5.7% |
| 7D | +14.1% | -16.1% | +30.2% | +14.3% |
| 30D | +11.6% | -15.9% | +27.5% | +11.8% |
| 3M | -21.4% | -1.2% | -20.2% | -22.3% |
| 6M | -27.3% | +70.1% | -97.3% | -34.4% |
| YTD | -42.4% | +77.9% | -120.3% | -49.2% |
| 1Y | -45.6% | +68.1% | -113.7% | -50.4% |
| All | -45.6% | +66.6% | -112.2% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 1y: compounded portfolio wealth divided by compounded NTAP 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…
1y analysis · Full analysis span regression · 6 months rolling