-44.1%
CHTR vs NTRS
+37.4%
-81.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.7% | +8.4% | +5.6% |
| 7D | +15.5% | -0.9% | +16.4% | +15.5% |
| 30D | +15.9% | +1.1% | +14.7% | +15.2% |
| 3M | -17.8% | -6.6% | -11.2% | -16.5% |
| 6M | -20.5% | +7.1% | -27.5% | -22.9% |
| YTD | -39.7% | +27.4% | -67.1% | -46.4% |
| 1Y | -44.1% | +36.5% | -80.6% | -52.4% |
| All | -44.1% | +37.4% | -81.5% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling