-45.9%
CHTR vs COPX
+583.8%
-629.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | -4.1% | -2.3% | -1.7% | -3.9% |
| 30D | -3.0% | +0.3% | -3.2% | -3.3% |
| 3M | +4.8% | +6.8% | -2.1% | +2.7% |
| 6M | -35.0% | +7.9% | -43.0% | -37.1% |
| YTD | -30.2% | +23.7% | -53.9% | -35.1% |
| 1Y | -44.8% | +71.5% | -116.3% | -52.7% |
| 3Y | -66.6% | +149.1% | -215.7% | -74.4% |
| 5Y | -81.5% | +167.3% | -248.8% | -86.4% |
| All | -45.9% | +583.8% | -629.7% | -73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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