+11.4%
NEE vs CHTR
-46.1%
+57.4%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.7% | -0.8% | +4.4% |
| 7D | +9.2% | +14.1% | -4.9% | +8.1% |
| 30D | +16.0% | +11.6% | +4.4% | +15.0% |
| 3M | +2.2% | -21.4% | +23.6% | +3.2% |
| 6M | -6.0% | -27.3% | +21.3% | -4.7% |
| YTD | +12.6% | -42.4% | +55.0% | +16.0% |
| 1Y | +11.4% | -45.6% | +57.0% | +15.6% |
| All | +11.4% | -46.1% | +57.4% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 1y: compounded portfolio wealth divided by compounded CHTR 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…
1y analysis · Full analysis span regression · 6 months rolling