+35.0%
NOK vs CHTR
+301.6%
-266.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.0% | -6.3% | -2.4% |
| 7D | +8.7% | -7.1% | +15.8% | +10.2% |
| 30D | +12.5% | -10.9% | +23.4% | +14.6% |
| 3M | -20.7% | +2.0% | -22.8% | -22.2% |
| 6M | +36.2% | -35.9% | +72.1% | +46.2% |
| YTD | +64.1% | -32.7% | +96.8% | +72.8% |
| 1Y | +132.4% | -46.6% | +178.9% | +160.0% |
| 3Y | +182.9% | -66.7% | +249.6% | +246.3% |
| 5Y | +102.8% | -82.1% | +184.9% | +194.6% |
| 10Y | +126.8% | -46.8% | +173.6% | +110.4% |
| All | +35.0% | +301.6% | -266.6% | -47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling