-58.2%
CHTR vs NTR
+97.9%
-156.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.8% |
| 7D | -4.1% | -1.3% | -2.8% | -3.9% |
| 30D | -3.0% | +16.8% | -19.7% | -6.3% |
| 3M | +4.8% | +20.7% | -16.0% | +0.4% |
| 6M | -35.0% | +0.5% | -35.6% | -35.6% |
| YTD | -30.2% | +29.2% | -59.4% | -34.8% |
| 1Y | -44.8% | +39.6% | -84.4% | -49.6% |
| 3Y | -66.6% | +37.9% | -104.4% | -69.9% |
| 5Y | -81.5% | +47.1% | -128.5% | -84.5% |
| All | -58.2% | +97.9% | -156.2% | -71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling