+41.5%
NU vs CHTR
-77.0%
+118.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.7% | -6.4% | -3.6% |
| 7D | -4.9% | -4.1% | -0.8% | -4.0% |
| 30D | +7.8% | -3.0% | +10.8% | +8.2% |
| 3M | +20.9% | +4.8% | +16.2% | +18.1% |
| 6M | +0.9% | -35.0% | +35.9% | +9.3% |
| YTD | -12.7% | -30.2% | +17.5% | -8.0% |
| 1Y | -6.4% | -44.8% | +38.4% | +5.7% |
| 3Y | +98.1% | -66.6% | +164.7% | +156.7% |
| All | +41.5% | -77.0% | +118.5% | +146.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling