-35.0%
CHTR vs NTR
+3.8%
-38.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.7% |
| 7D | -4.1% | -1.3% | -2.8% | -4.1% |
| 30D | -3.0% | +16.8% | -19.7% | -3.3% |
| 3M | +4.8% | +20.7% | -16.0% | +4.7% |
| 6M | -35.0% | +0.5% | -35.6% | -35.9% |
| All | -35.0% | +3.8% | -38.8% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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