+789.1%
NOW vs CHTR
-44.7%
+833.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | -0.2% |
| 7D | -6.2% | -4.1% | -2.1% | -4.9% |
| 30D | +6.1% | -3.0% | +9.0% | +6.4% |
| 3M | +28.6% | +4.8% | +23.8% | +25.0% |
| 6M | +14.6% | -35.0% | +49.6% | +27.6% |
| YTD | -13.5% | -30.2% | +16.7% | -6.9% |
| 1Y | -29.4% | -44.8% | +15.4% | -17.2% |
| 3Y | +9.4% | -66.6% | +75.9% | +49.0% |
| 5Y | +2.3% | -81.5% | +83.7% | +84.1% |
| All | +789.1% | -44.7% | +833.8% | +875.3% |
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