+604.3%
CEG vs CHTR
-75.1%
+679.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.1% | -0.6% |
| 7D | -4.8% | -4.1% | -0.7% | -4.6% |
| 30D | +2.3% | -3.0% | +5.3% | +2.4% |
| 3M | +15.6% | +4.8% | +10.8% | +15.3% |
| 6M | -5.0% | -35.0% | +30.0% | -3.9% |
| YTD | -19.0% | -30.2% | +11.1% | -18.7% |
| 1Y | -10.0% | -44.8% | +34.8% | -7.7% |
| 3Y | +163.9% | -66.6% | +230.5% | +185.4% |
| All | +604.3% | -75.1% | +679.4% | +695.9% |
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 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