-51.6%
CHTR vs NVT
+731.8%
-783.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.6% | -0.9% | +2.9% |
| 7D | -4.1% | +4.1% | -8.2% | -4.7% |
| 30D | -3.0% | -5.1% | +2.2% | -2.4% |
| 3M | +4.8% | -1.2% | +5.9% | +3.8% |
| 6M | -35.0% | +46.6% | -81.6% | -41.2% |
| YTD | -30.2% | +60.0% | -90.2% | -38.3% |
| 1Y | -44.8% | +70.8% | -115.6% | -52.1% |
| 3Y | -66.6% | +187.5% | -254.1% | -75.6% |
| 5Y | -81.5% | +426.1% | -507.6% | -88.7% |
| All | -51.6% | +731.8% | -783.4% | -76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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