-45.9%
CHTR vs NTRA
+3,199.2%
-3,245.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.9% | +3.6% |
| 7D | -4.1% | +0.2% | -4.3% | -4.1% |
| 30D | -3.0% | +4.1% | -7.1% | -3.5% |
| 3M | +4.8% | +50.0% | -45.3% | -0.6% |
| 6M | -35.0% | +67.3% | -102.3% | -39.5% |
| YTD | -30.2% | +43.6% | -73.8% | -34.0% |
| 1Y | -44.8% | +89.2% | -134.0% | -49.6% |
| 3Y | -66.6% | +502.5% | -569.1% | -74.0% |
| 5Y | -81.5% | +173.8% | -255.2% | -85.0% |
| All | -45.9% | +3,199.2% | -3,245.1% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 10y: compounded portfolio wealth divided by compounded NTRA 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…
10y analysis · Full analysis span regression · 6 months rolling