-49.2%
CHTR vs CVE
+109.0%
-158.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +0.8% | -8.9% | -8.1% |
| 7D | -15.8% | +2.0% | -17.8% | -15.6% |
| 30D | -12.7% | +13.2% | -25.8% | -11.9% |
| 3M | -1.1% | +21.7% | -22.8% | -0.4% |
| 6M | -39.9% | +48.4% | -88.3% | -40.1% |
| YTD | -35.9% | +100.1% | -136.0% | -35.8% |
| 1Y | -49.2% | +107.8% | -157.0% | -48.8% |
| All | -49.2% | +109.0% | -158.2% | -48.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling