-47.8%
CHTR vs OVV
+57.3%
-105.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.6% | +5.6% | +5.0% |
| 7D | -7.1% | -2.9% | -4.2% | -6.9% |
| 30D | -10.9% | +0.9% | -11.7% | -11.0% |
| 3M | +2.0% | +11.0% | -9.0% | +0.8% |
| 6M | -35.9% | +22.3% | -58.2% | -37.3% |
| YTD | -32.7% | +65.1% | -97.7% | -36.1% |
| 1Y | -46.6% | +53.1% | -99.7% | -49.0% |
| 3Y | -66.7% | +46.7% | -113.4% | -68.5% |
| 5Y | -82.1% | +155.5% | -237.6% | -84.1% |
| All | -47.8% | +57.3% | -105.1% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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