+138.6%
NOK vs CHTR
-44.7%
+183.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.7% | +1.1% | +4.2% |
| 7D | +11.0% | -4.1% | +15.1% | +11.5% |
| 30D | +7.8% | -3.0% | +10.8% | +7.9% |
| 3M | -21.0% | +4.8% | -25.8% | -22.4% |
| 6M | +40.9% | -35.0% | +75.9% | +49.0% |
| YTD | +72.0% | -30.2% | +102.2% | +78.2% |
| 1Y | +140.9% | -44.8% | +185.7% | +162.5% |
| 3Y | +194.3% | -66.6% | +260.8% | +249.3% |
| 5Y | +112.5% | -81.5% | +194.0% | +185.5% |
| All | +138.6% | -44.7% | +183.3% | +115.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling