-50.5%
CHTR vs CVE
+132.7%
-183.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.3% | +10.3% | +10.6% |
| 7D | +17.8% | -10.0% | +27.8% | +18.9% |
| 30D | +29.7% | -11.9% | +41.5% | +30.9% |
| 3M | -12.5% | -5.9% | -6.6% | -12.4% |
| 6M | -13.4% | -1.6% | -11.9% | -13.9% |
| YTD | -35.8% | +66.3% | -102.0% | -39.7% |
| 1Y | -36.3% | +57.5% | -93.8% | -39.8% |
| 3Y | -67.3% | +65.4% | -132.7% | -69.6% |
| 5Y | -80.9% | +144.2% | -225.0% | -83.2% |
| 10Y | -50.5% | +135.5% | -186.0% | -62.7% |
| All | -50.5% | +132.7% | -183.2% | -62.7% |
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