-47.8%
CHTR vs PLUG
+54.0%
-101.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.8% | +7.7% | +5.1% |
| 7D | -7.1% | 0.0% | -7.1% | -7.2% |
| 30D | -10.9% | -5.0% | -5.9% | -10.7% |
| 3M | +2.0% | -26.2% | +28.2% | +3.5% |
| 6M | -35.9% | -0.5% | -35.4% | -36.6% |
| YTD | -32.7% | +7.1% | -39.8% | -34.2% |
| 1Y | -46.6% | +46.5% | -93.1% | -49.2% |
| 3Y | -66.7% | -73.5% | +6.8% | -66.9% |
| 5Y | -82.1% | -91.3% | +9.1% | -81.5% |
| All | -47.8% | +54.0% | -101.8% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PLUG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling