+50,800.8%
NVDA vs CHTR
+301.6%
+50,499.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.0% | -7.2% | -3.8% |
| 7D | -4.3% | -7.1% | +2.8% | -2.3% |
| 30D | +0.5% | -10.9% | +11.4% | +3.3% |
| 3M | +9.1% | +2.0% | +7.1% | +6.1% |
| 6M | +18.5% | -35.9% | +54.4% | +29.9% |
| YTD | +17.4% | -32.7% | +50.0% | +25.2% |
| 1Y | +23.4% | -46.6% | +70.0% | +42.4% |
| 3Y | +380.6% | -66.7% | +447.3% | +521.6% |
| 5Y | +875.7% | -82.1% | +957.9% | +1,526.5% |
| 10Y | +14,854.2% | -46.8% | +14,901.0% | +15,645.3% |
| All | +50,800.8% | +301.6% | +50,499.2% | +20,928.3% |
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