+334.3%
CHTR vs CVE
+76.2%
+258.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.6% |
| 7D | -1.1% | +2.5% | -3.6% | -1.4% |
| 30D | -0.8% | +16.7% | -17.5% | -2.7% |
| 3M | +17.8% | +9.3% | +8.5% | +16.1% |
| 6M | -34.5% | +43.6% | -78.1% | -37.8% |
| YTD | -27.2% | +93.6% | -120.8% | -33.5% |
| 1Y | -41.4% | +98.8% | -140.2% | -46.8% |
| 3Y | -64.0% | +73.6% | -137.6% | -67.2% |
| 5Y | -81.3% | +312.5% | -393.7% | -85.1% |
| 10Y | -44.1% | +161.0% | -205.1% | -57.4% |
| All | +334.3% | +76.2% | +258.0% | +257.3% |
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