-20.1%
NVDL vs CHTR
-46.1%
+26.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +5.7% | -11.8% | -4.5% |
| 7D | -14.0% | +14.1% | -28.1% | -10.6% |
| 30D | -31.2% | +11.6% | -42.8% | -28.6% |
| 3M | -15.5% | -21.4% | +5.9% | -18.9% |
| 6M | -10.3% | -27.3% | +17.0% | -14.6% |
| YTD | -5.8% | -42.4% | +36.6% | -16.8% |
| 1Y | -20.1% | -45.6% | +25.5% | -31.9% |
| All | -20.1% | -46.1% | +26.0% | -31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling