+919.1%
NEE vs CHTR
+301.6%
+617.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.0% | -5.2% | -1.1% |
| 7D | -1.9% | -7.1% | +5.2% | -0.7% |
| 30D | -3.1% | -10.9% | +7.7% | -1.5% |
| 3M | -2.4% | +2.0% | -4.4% | -3.6% |
| 6M | -8.6% | -35.9% | +27.3% | -3.0% |
| YTD | +4.9% | -32.7% | +37.6% | +10.0% |
| 1Y | +19.4% | -46.6% | +65.9% | +30.6% |
| 3Y | +34.9% | -66.7% | +101.6% | +57.4% |
| 5Y | +11.0% | -82.1% | +93.2% | +44.4% |
| 10Y | +252.3% | -46.8% | +299.1% | +272.0% |
| All | +919.1% | +301.6% | +617.5% | +632.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling