+223.9%
NXPI vs CHTR
-44.7%
+268.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.7% | +0.8% | +3.5% |
| 7D | +3.9% | -4.1% | +7.9% | +4.9% |
| 30D | +1.4% | -3.0% | +4.3% | +1.7% |
| 3M | -21.5% | +4.8% | -26.3% | -23.7% |
| 6M | +19.4% | -35.0% | +54.4% | +30.1% |
| YTD | +9.9% | -30.2% | +40.1% | +16.0% |
| 1Y | +7.9% | -44.8% | +52.7% | +23.4% |
| 3Y | +22.7% | -66.6% | +89.2% | +60.7% |
| 5Y | +22.1% | -81.5% | +103.5% | +100.0% |
| All | +223.9% | -44.7% | +268.6% | +284.1% |
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 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