-66.6%
CHTR vs COPX
+149.4%
-215.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | -4.1% | -2.3% | -1.7% | -4.0% |
| 30D | -3.0% | +0.3% | -3.2% | -3.2% |
| 3M | +4.8% | +6.8% | -2.1% | +3.8% |
| 6M | -35.0% | +7.9% | -43.0% | -36.0% |
| YTD | -30.2% | +23.7% | -53.9% | -33.8% |
| 1Y | -44.8% | +71.5% | -116.3% | -51.1% |
| 3Y | -66.6% | +149.1% | -215.7% | -74.5% |
| All | -66.6% | +149.4% | -215.9% | -74.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling