-10.0%
CEG vs CHTR
-44.4%
+34.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.1% | -0.1% |
| 7D | -4.8% | -4.1% | -0.7% | -5.0% |
| 30D | +2.3% | -3.0% | +5.3% | +2.3% |
| 3M | +15.6% | +4.8% | +10.8% | +17.0% |
| 6M | -5.0% | -35.0% | +30.0% | -9.6% |
| YTD | -19.0% | -30.2% | +11.1% | -22.3% |
| 1Y | -10.0% | -44.8% | +34.8% | -9.7% |
| All | -10.0% | -44.4% | +34.4% | -9.7% |
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