+244.8%
NEE vs CHTR
-44.7%
+289.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -0.8% |
| 7D | -1.3% | -4.1% | +2.7% | -0.7% |
| 30D | -3.3% | -3.0% | -0.4% | -3.2% |
| 3M | -2.3% | +4.8% | -7.0% | -4.0% |
| 6M | -8.9% | -35.0% | +26.2% | -3.0% |
| YTD | +4.8% | -30.2% | +34.9% | +9.3% |
| 1Y | +18.7% | -44.8% | +63.5% | +30.0% |
| 3Y | +33.2% | -66.6% | +99.8% | +58.3% |
| 5Y | +10.9% | -81.5% | +92.3% | +50.9% |
| All | +244.8% | -44.7% | +289.6% | +284.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling