-67.7%
CHTR vs ENB
+69.7%
-137.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.8% | +8.8% | +6.4% |
| 7D | -7.1% | -4.6% | -2.6% | -5.6% |
| 30D | -10.9% | -5.2% | -5.7% | -9.2% |
| 3M | +2.0% | -13.4% | +15.4% | +7.9% |
| 6M | -35.9% | -7.8% | -28.1% | -34.5% |
| YTD | -32.7% | +4.9% | -37.6% | -36.3% |
| 1Y | -46.6% | +3.2% | -49.8% | -49.0% |
| All | -67.7% | +69.7% | -137.4% | -80.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling