-45.9%
CHTR vs NUE
+599.8%
-645.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.2% | +3.3% |
| 7D | -4.1% | -0.6% | -3.5% | -3.9% |
| 30D | -3.0% | -4.6% | +1.6% | -2.0% |
| 3M | +4.8% | -0.3% | +5.1% | +4.5% |
| 6M | -35.0% | +51.9% | -86.9% | -41.9% |
| YTD | -30.2% | +60.0% | -90.2% | -38.4% |
| 1Y | -44.8% | +82.9% | -127.7% | -52.9% |
| 3Y | -66.6% | +66.0% | -132.5% | -71.5% |
| 5Y | -81.5% | +149.0% | -230.4% | -86.2% |
| All | -45.9% | +599.8% | -645.7% | -73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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