+316.5%
CHTR vs NRG
+538.5%
-222.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +3.4% |
| 7D | -4.1% | -4.7% | +0.6% | -3.3% |
| 30D | -3.0% | -6.0% | +3.0% | -2.1% |
| 3M | +4.8% | -8.0% | +12.7% | +5.0% |
| 6M | -35.0% | -23.2% | -11.9% | -33.3% |
| YTD | -30.2% | -28.1% | -2.1% | -27.9% |
| 1Y | -44.8% | -27.3% | -17.5% | -43.4% |
| 3Y | -66.6% | +208.7% | -275.2% | -75.7% |
| 5Y | -81.5% | +197.7% | -279.1% | -86.6% |
| 10Y | -44.8% | +1,103.3% | -1,148.1% | -69.9% |
| All | +316.5% | +538.5% | -222.0% | +138.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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