+514.0%
NOW vs CHTR
-49.2%
+563.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.3% | -2.7% | +0.2% |
| 7D | +0.3% | +17.2% | -16.9% | -5.0% |
| 30D | -27.0% | +31.6% | -58.6% | -34.1% |
| 3M | -19.6% | -11.6% | -8.1% | -17.8% |
| 6M | +17.5% | -3.3% | +20.7% | +15.5% |
| YTD | -33.3% | -33.7% | +0.5% | -27.8% |
| 1Y | -39.8% | -32.4% | -7.4% | -35.5% |
| 3Y | -19.9% | -65.9% | +46.0% | +6.6% |
| 5Y | -26.1% | -79.9% | +53.9% | +25.6% |
| All | +514.0% | -49.2% | +563.1% | +531.6% |
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