+1,978.3%
NOW vs CHTR
+95.1%
+1,883.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.3% | -2.7% | +0.1% |
| 7D | +0.3% | +17.2% | -16.9% | -5.2% |
| 30D | -27.0% | +31.6% | -58.6% | -34.3% |
| 3M | -19.6% | -11.6% | -8.1% | -17.9% |
| 6M | +17.5% | -3.3% | +20.7% | +15.3% |
| YTD | -33.3% | -33.7% | +0.5% | -27.7% |
| 1Y | -39.8% | -32.4% | -7.4% | -35.4% |
| 3Y | -19.9% | -65.9% | +46.0% | +6.0% |
| 5Y | -26.1% | -79.9% | +53.9% | +21.1% |
| 10Y | +518.7% | -49.2% | +567.9% | +566.2% |
| All | +1,978.3% | +95.1% | +1,883.2% | +1,234.7% |
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