+45.4%
NU vs CHTR
-77.8%
+123.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.0% | -4.8% | -1.1% |
| 7D | -4.2% | -7.1% | +2.9% | -2.6% |
| 30D | +10.0% | -10.9% | +20.9% | +12.8% |
| 3M | +29.3% | +2.0% | +27.2% | +27.1% |
| 6M | +0.9% | -35.9% | +36.9% | +9.6% |
| YTD | -10.3% | -32.7% | +22.4% | -4.6% |
| 1Y | -3.2% | -46.6% | +43.4% | +10.2% |
| 3Y | +120.6% | -66.7% | +187.3% | +183.6% |
| All | +45.4% | -77.8% | +123.2% | +155.2% |
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