-59.2%
NKE vs CHTR
-65.7%
+6.4%
-68.1%
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% | 0.0% |
| 7D | -4.2% | -4.1% | -0.1% | -3.7% |
| 30D | -8.2% | -3.0% | -5.2% | -8.0% |
| 3M | -19.1% | +4.8% | -23.8% | -20.0% |
| 6M | -32.6% | -35.0% | +2.4% | -29.6% |
| YTD | -40.7% | -30.2% | -10.5% | -38.9% |
| 1Y | -48.9% | -44.8% | -4.1% | -45.5% |
| 3Y | -59.2% | -66.6% | +7.3% | -53.4% |
| All | -59.2% | -65.7% | +6.4% | -53.4% |
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