-63.5%
CHTR vs CVE
+71.6%
-135.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.5% |
| 7D | -1.1% | +2.5% | -3.6% | -1.3% |
| 30D | -0.8% | +16.7% | -17.5% | -2.4% |
| 3M | +17.8% | +9.3% | +8.5% | +16.3% |
| 6M | -34.5% | +43.6% | -78.1% | -37.9% |
| YTD | -27.2% | +93.6% | -120.8% | -34.1% |
| 1Y | -41.4% | +98.8% | -140.2% | -47.5% |
| All | -63.5% | +71.6% | -135.2% | -68.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling