-45.9%
CHTR vs ENB
+92.6%
-138.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +4.0% |
| 7D | -4.1% | -4.7% | +0.6% | -2.6% |
| 30D | -3.0% | -5.9% | +2.9% | -1.0% |
| 3M | +4.8% | -14.2% | +19.0% | +10.3% |
| 6M | -35.0% | -8.6% | -26.4% | -33.4% |
| YTD | -30.2% | +3.9% | -34.1% | -31.9% |
| 1Y | -44.8% | +1.8% | -46.6% | -45.8% |
| 3Y | -66.6% | +68.5% | -135.0% | -72.9% |
| 5Y | -81.5% | +62.4% | -143.9% | -84.8% |
| All | -45.9% | +92.6% | -138.4% | -60.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling