+282.5%
CHTR vs ENB
+378.6%
-96.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.7% | -7.5% | -7.9% |
| 7D | -15.8% | -0.3% | -15.5% | -15.7% |
| 30D | -12.7% | -1.1% | -11.6% | -12.4% |
| 3M | -1.1% | -8.5% | +7.4% | +1.7% |
| 6M | -39.9% | -4.5% | -35.4% | -39.3% |
| YTD | -35.9% | +9.1% | -44.9% | -38.3% |
| 1Y | -49.2% | +8.0% | -57.1% | -50.9% |
| 3Y | -68.3% | +77.8% | -146.1% | -74.3% |
| 5Y | -83.0% | +69.4% | -152.3% | -86.0% |
| 10Y | -49.3% | +100.5% | -149.8% | -62.3% |
| All | +282.5% | +378.6% | -96.1% | +104.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling