+301.6%
CHTR vs NTAP
+635.7%
-334.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.6% | +5.6% | +5.1% |
| 7D | -7.1% | -1.0% | -6.2% | -7.0% |
| 30D | -10.9% | -7.5% | -3.4% | -9.5% |
| 3M | +2.0% | +14.6% | -12.6% | -1.2% |
| 6M | -35.9% | +91.0% | -126.9% | -45.3% |
| YTD | -32.7% | +73.7% | -106.4% | -41.4% |
| 1Y | -46.6% | +51.2% | -97.8% | -52.1% |
| 3Y | -66.7% | +146.1% | -212.9% | -73.9% |
| 5Y | -82.1% | +122.8% | -205.0% | -85.9% |
| 10Y | -46.8% | +585.5% | -632.2% | -68.6% |
| All | +301.6% | +635.7% | -334.1% | +130.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling