+14,546.7%
NVDA vs CHTR
-44.7%
+14,591.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -1.1% |
| 7D | -5.1% | -4.1% | -1.0% | -4.2% |
| 30D | -2.5% | -3.0% | +0.5% | -2.3% |
| 3M | +6.7% | +4.8% | +1.9% | +3.1% |
| 6M | +17.6% | -35.0% | +52.6% | +28.4% |
| YTD | +17.3% | -30.2% | +47.5% | +23.4% |
| 1Y | +23.5% | -44.8% | +68.3% | +41.1% |
| 3Y | +384.6% | -66.6% | +451.2% | +537.8% |
| 5Y | +875.4% | -81.5% | +956.9% | +1,629.9% |
| All | +14,546.7% | -44.7% | +14,591.4% | +14,379.0% |
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