-41.4%
CHTR vs ENB
+7.5%
-49.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.3% |
| 7D | -1.1% | -0.2% | -0.8% | -1.1% |
| 30D | -0.8% | -2.2% | +1.5% | -0.9% |
| 3M | +17.8% | -10.5% | +28.3% | +16.8% |
| 6M | -34.5% | -5.1% | -29.4% | -34.3% |
| YTD | -27.2% | +9.0% | -36.1% | -26.5% |
| 1Y | -41.4% | +8.2% | -49.6% | -38.9% |
| All | -41.4% | +7.5% | -49.0% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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