-47.4%
CHTR vs OVV
+58.9%
-106.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +4.2% |
| 7D | +17.2% | +8.0% | +9.2% | +16.4% |
| 30D | +31.6% | -2.0% | +33.7% | +31.7% |
| 3M | -11.6% | +5.4% | -17.0% | -12.2% |
| 6M | -3.3% | +14.3% | -17.5% | -4.9% |
| YTD | -33.7% | +69.4% | -103.1% | -37.4% |
| 1Y | -32.4% | +72.4% | -104.8% | -36.3% |
| 3Y | -65.9% | +58.4% | -124.3% | -68.0% |
| 5Y | -79.9% | +106.1% | -186.0% | -81.9% |
| All | -47.4% | +58.9% | -106.3% | -55.3% |
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