-39.9%
CHTR vs NTAP
+87.9%
-127.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -2.3% | -5.8% | -8.2% |
| 7D | -15.8% | +2.2% | -18.0% | -15.7% |
| 30D | -12.7% | -7.0% | -5.6% | -12.7% |
| 3M | -1.1% | +12.3% | -13.4% | -0.6% |
| 6M | -39.9% | +85.1% | -125.0% | -44.6% |
| All | -39.9% | +87.9% | -127.8% | -44.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling