-45.9%
CHTR vs NTRS
+259.9%
-305.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.4% |
| 7D | -4.1% | +1.4% | -5.5% | -4.5% |
| 30D | -3.0% | -0.7% | -2.3% | -2.8% |
| 3M | +4.8% | +11.3% | -6.6% | +1.0% |
| 6M | -35.0% | +35.5% | -70.6% | -41.4% |
| YTD | -30.2% | +40.6% | -70.8% | -37.9% |
| 1Y | -44.8% | +49.2% | -94.0% | -51.9% |
| 3Y | -66.6% | +167.2% | -233.8% | -76.3% |
| 5Y | -81.5% | +94.9% | -176.4% | -85.8% |
| All | -45.9% | +259.9% | -305.8% | -66.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling