-45.6%
CHTR vs NWSA
+18.2%
-63.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.7% | +1.9% | +3.7% |
| 7D | +14.1% | +4.3% | +9.8% | +11.6% |
| 30D | +11.6% | +5.6% | +6.0% | +8.6% |
| 3M | -21.4% | +7.3% | -28.7% | -24.2% |
| 6M | -27.3% | +18.8% | -46.1% | -32.9% |
| YTD | -42.4% | +17.9% | -60.3% | -46.5% |
| 1Y | -45.6% | +19.3% | -64.9% | -49.8% |
| All | -45.6% | +18.2% | -63.8% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling