-35.9%
CHTR vs NUE
+51.5%
-87.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.9% | +5.9% | +5.1% |
| 7D | -7.1% | -2.7% | -4.5% | -6.9% |
| 30D | -10.9% | -6.1% | -4.8% | -10.8% |
| 3M | +2.0% | +2.2% | -0.2% | +2.4% |
| 6M | -35.9% | +50.8% | -86.7% | -40.9% |
| All | -35.9% | +51.5% | -87.4% | -40.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling