-80.1%
CHTR vs NVTS
-16.8%
-63.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.3% | -0.6% | +3.6% |
| 7D | -4.1% | -1.4% | -2.7% | -4.1% |
| 30D | -3.0% | -16.5% | +13.5% | -2.5% |
| 3M | +4.8% | -47.6% | +52.4% | +6.4% |
| 6M | -35.0% | +7.3% | -42.3% | -36.3% |
| YTD | -30.2% | +62.9% | -93.1% | -32.9% |
| 1Y | -44.8% | +91.3% | -136.1% | -47.7% |
| 3Y | -66.6% | +43.4% | -110.0% | -67.8% |
| All | -80.1% | -16.8% | -63.3% | -83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 5y: compounded portfolio wealth divided by compounded NVTS 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…
5y analysis · Full analysis span regression · 6 months rolling