-44.1%
CHTR vs NYT
+11.3%
-55.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.4% | +6.1% | +4.8% |
| 7D | +15.5% | -5.5% | +21.0% | +16.1% |
| 30D | +15.9% | +2.7% | +13.1% | +15.6% |
| 3M | -17.8% | +0.5% | -18.3% | -17.6% |
| 6M | -20.5% | -14.6% | -5.9% | -20.4% |
| YTD | -39.7% | -4.4% | -35.3% | -38.3% |
| 1Y | -44.1% | +15.2% | -59.3% | -39.4% |
| All | -44.1% | +11.3% | -55.4% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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