-44.8%
CHTR vs CVE
+164.8%
-209.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.5% | -6.6% | -4.4% |
| 7D | -0.3% | +0.2% | -0.5% | -0.3% |
| 30D | -4.5% | +17.5% | -22.0% | -6.1% |
| 3M | +10.2% | +16.2% | -6.0% | +8.3% |
| 6M | -37.2% | +47.8% | -85.0% | -40.0% |
| YTD | -30.2% | +98.5% | -128.7% | -35.3% |
| 1Y | -44.8% | +109.8% | -154.5% | -49.2% |
| 3Y | -65.5% | +75.5% | -141.0% | -68.1% |
| 5Y | -81.8% | +341.6% | -423.4% | -84.8% |
| All | -44.8% | +164.8% | -209.6% | -59.1% |
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