+246.3%
CHTR vs CVE
+50.9%
+195.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.1% | +2.6% |
| 7D | +4.9% | -10.1% | +15.0% | +6.1% |
| 30D | +17.2% | -12.1% | +29.3% | +18.7% |
| 3M | -20.6% | -1.9% | -18.7% | -20.7% |
| 6M | -21.7% | -1.8% | -19.9% | -22.2% |
| YTD | -41.9% | +65.8% | -107.7% | -46.2% |
| 1Y | -44.9% | +60.8% | -105.7% | -48.7% |
| 3Y | -70.0% | +70.1% | -140.2% | -72.7% |
| 5Y | -82.6% | +134.8% | -217.4% | -85.1% |
| 10Y | -55.1% | +130.1% | -185.2% | -65.3% |
| All | +246.3% | +50.9% | +195.4% | +189.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling