+316.5%
CHTR vs NTRS
+455.2%
-138.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.3% |
| 7D | -4.1% | +1.4% | -5.5% | -4.5% |
| 30D | -3.0% | -0.7% | -2.3% | -2.7% |
| 3M | +4.8% | +11.3% | -6.6% | +0.7% |
| 6M | -35.0% | +35.5% | -70.6% | -41.9% |
| YTD | -30.2% | +40.6% | -70.8% | -38.5% |
| 1Y | -44.8% | +49.2% | -94.0% | -52.4% |
| 3Y | -66.6% | +167.2% | -233.8% | -77.0% |
| 5Y | -81.5% | +94.9% | -176.4% | -86.1% |
| 10Y | -44.8% | +259.5% | -304.3% | -69.7% |
| All | +316.5% | +455.2% | -138.7% | +77.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling