+51.1%
NEM vs CHTR
-46.1%
+97.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +5.7% | +4.2% | +10.6% |
| 7D | +3.7% | +14.1% | -10.4% | +5.4% |
| 30D | +2.0% | +11.6% | -9.6% | +3.5% |
| 3M | +21.1% | -21.4% | +42.5% | +17.0% |
| 6M | +9.5% | -27.3% | +36.8% | +4.6% |
| YTD | +19.1% | -42.4% | +61.4% | +15.3% |
| 1Y | +51.1% | -45.6% | +96.7% | +46.5% |
| All | +51.1% | -46.1% | +97.2% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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