+649.9%
NVDL vs CHTR
-65.7%
+715.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -0.1% |
| 7D | -10.3% | -4.1% | -6.2% | -10.3% |
| 30D | -7.1% | -3.0% | -4.2% | -7.1% |
| 3M | +6.6% | +4.8% | +1.8% | +6.8% |
| 6M | +21.1% | -35.0% | +56.1% | +22.2% |
| YTD | +15.2% | -30.2% | +45.4% | +14.9% |
| 1Y | +18.8% | -44.8% | +63.6% | +22.7% |
| 3Y | +649.9% | -66.6% | +716.5% | +770.1% |
| All | +649.9% | -65.7% | +715.6% | +770.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling