+889.8%
NVDA vs CHTR
-81.7%
+971.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.6% |
| 7D | -5.1% | -4.1% | -1.0% | -4.6% |
| 30D | -2.5% | -3.0% | +0.5% | -2.4% |
| 3M | +6.7% | +4.8% | +1.9% | +4.9% |
| 6M | +17.6% | -35.0% | +52.6% | +24.0% |
| YTD | +17.3% | -30.2% | +47.5% | +20.8% |
| 1Y | +23.5% | -44.8% | +68.3% | +34.5% |
| 3Y | +384.6% | -66.6% | +451.2% | +496.7% |
| All | +889.8% | -81.7% | +971.4% | +1,270.0% |
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 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