+33.2%
NEE vs CHTR
-65.7%
+98.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -0.5% |
| 7D | -1.3% | -4.1% | +2.7% | -1.0% |
| 30D | -3.3% | -3.0% | -0.4% | -3.2% |
| 3M | -2.3% | +4.8% | -7.0% | -3.2% |
| 6M | -8.9% | -35.0% | +26.2% | -5.5% |
| YTD | +4.8% | -30.2% | +34.9% | +7.4% |
| 1Y | +18.7% | -44.8% | +63.5% | +25.5% |
| 3Y | +33.2% | -66.6% | +99.8% | +48.0% |
| All | +33.2% | -65.7% | +98.9% | +48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling