-47.4%
CHTR vs CVE
+149.3%
-196.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.7% | +4.3% |
| 7D | +17.2% | +5.9% | +11.3% | +16.6% |
| 30D | +31.6% | -10.9% | +42.5% | +32.8% |
| 3M | -11.6% | -4.5% | -7.1% | -11.5% |
| 6M | -3.3% | -1.0% | -2.3% | -3.8% |
| YTD | -33.7% | +74.7% | -108.4% | -38.0% |
| 1Y | -32.4% | +65.8% | -98.2% | -36.5% |
| 3Y | -65.9% | +73.2% | -139.1% | -68.5% |
| 5Y | -79.9% | +155.6% | -235.5% | -82.4% |
| All | -47.4% | +149.3% | -196.7% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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