-80.9%
CHTR vs NVTS
-20.2%
-60.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.9% | +8.9% | +5.1% |
| 7D | -7.1% | +0.5% | -7.6% | -7.2% |
| 30D | -10.9% | -18.0% | +7.2% | -10.4% |
| 3M | +2.0% | -45.6% | +47.6% | +3.4% |
| 6M | -35.9% | +28.5% | -64.4% | -37.6% |
| YTD | -32.7% | +56.2% | -88.8% | -35.2% |
| 1Y | -46.6% | +97.7% | -144.3% | -49.4% |
| 3Y | -66.7% | +35.0% | -101.7% | -67.9% |
| All | -80.9% | -20.2% | -60.6% | -83.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling