-45.9%
CHTR vs ENTG
+797.5%
-843.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +3.4% |
| 7D | -4.1% | +1.2% | -5.3% | -4.3% |
| 30D | -3.0% | -12.9% | +9.9% | -1.1% |
| 3M | +4.8% | -3.1% | +7.8% | +2.9% |
| 6M | -35.0% | +21.0% | -56.0% | -40.0% |
| YTD | -30.2% | +67.0% | -97.2% | -40.4% |
| 1Y | -44.8% | +68.6% | -113.4% | -53.3% |
| 3Y | -66.6% | +48.6% | -115.2% | -72.5% |
| 5Y | -81.5% | +18.6% | -100.1% | -84.9% |
| All | -45.9% | +797.5% | -843.4% | -73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 ENTG 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