+165.1%
CEG vs CHTR
-66.9%
+232.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.0% | -7.7% | -2.6% |
| 7D | +0.3% | -7.1% | +7.5% | +0.2% |
| 30D | +2.9% | -10.9% | +13.8% | +2.7% |
| 3M | +18.2% | +2.0% | +16.2% | +18.5% |
| 6M | -9.5% | -35.9% | +26.4% | -10.4% |
| YTD | -18.7% | -32.7% | +14.0% | -19.5% |
| 1Y | -10.1% | -46.6% | +36.4% | -10.4% |
| All | +165.1% | -66.9% | +232.0% | +191.1% |
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