+536.1%
XEL vs CHTR
+301.6%
+234.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.0% | -6.0% | -1.8% |
| 7D | -1.2% | -7.1% | +5.9% | -0.2% |
| 30D | -2.9% | -10.9% | +8.0% | -1.5% |
| 3M | -2.7% | +2.0% | -4.7% | -3.8% |
| 6M | -6.5% | -35.9% | +29.4% | -1.5% |
| YTD | +3.6% | -32.7% | +36.3% | +8.0% |
| 1Y | +7.5% | -46.6% | +54.1% | +16.3% |
| 3Y | +46.3% | -66.7% | +113.1% | +68.0% |
| 5Y | +30.5% | -82.1% | +112.7% | +65.3% |
| 10Y | +151.4% | -46.8% | +198.2% | +160.5% |
| All | +536.1% | +301.6% | +234.5% | +358.6% |
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