+219.2%
CVX vs CHTR
-44.7%
+263.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | -0.1% |
| 7D | +2.6% | -4.1% | +6.7% | +3.3% |
| 30D | +9.8% | -3.0% | +12.8% | +9.9% |
| 3M | +16.2% | +4.8% | +11.4% | +14.0% |
| 6M | +13.6% | -35.0% | +48.6% | +21.3% |
| YTD | +44.4% | -30.2% | +74.5% | +51.0% |
| 1Y | +40.6% | -44.8% | +85.4% | +54.8% |
| 3Y | +48.2% | -66.6% | +114.7% | +78.1% |
| 5Y | +172.3% | -81.5% | +253.8% | +284.6% |
| All | +219.2% | -44.7% | +263.9% | +226.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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