+245.3%
NEM vs CHTR
-65.7%
+310.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | +0.7% |
| 7D | -1.0% | -4.1% | +3.1% | -1.1% |
| 30D | +7.8% | -3.0% | +10.8% | +7.8% |
| 3M | +30.2% | +4.8% | +25.4% | +30.8% |
| 6M | +9.6% | -35.0% | +44.6% | +7.8% |
| YTD | +27.8% | -30.2% | +58.0% | +26.3% |
| 1Y | +60.7% | -44.8% | +105.5% | +59.9% |
| 3Y | +245.3% | -66.6% | +311.8% | +259.1% |
| All | +245.3% | -65.7% | +310.9% | +259.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling