+301.6%
CHTR vs EVRG
+613.0%
-311.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.2% | +4.8% | +4.9% |
| 7D | -7.1% | -0.7% | -6.5% | -6.9% |
| 30D | -10.9% | 0.0% | -10.9% | -11.0% |
| 3M | +2.0% | -1.0% | +3.0% | +2.2% |
| 6M | -35.9% | +1.0% | -36.9% | -36.2% |
| YTD | -32.7% | +15.1% | -47.7% | -36.4% |
| 1Y | -46.6% | +17.6% | -64.1% | -49.9% |
| 3Y | -66.7% | +70.5% | -137.2% | -73.1% |
| 5Y | -82.1% | +48.9% | -131.0% | -84.9% |
| 10Y | -46.8% | +112.8% | -159.6% | -62.2% |
| All | +301.6% | +613.0% | -311.4% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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