-66.6%
CHTR vs NUE
+61.7%
-128.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +4.6% |
| 6M | -35.0% | +51.9% | -86.9% | -42.1% |
| YTD | -30.2% | +60.0% | -90.2% | -38.7% |
| 1Y | -44.8% | +82.9% | -127.7% | -53.2% |
| 3Y | -66.6% | +66.0% | -132.5% | -71.9% |
| All | -66.6% | +61.7% | -128.2% | -71.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling