+421.2%
CVX vs CHTR
+301.6%
+119.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.0% | -5.5% | -1.5% |
| 7D | +0.7% | -7.1% | +7.8% | +2.1% |
| 30D | +9.1% | -10.9% | +20.0% | +11.2% |
| 3M | +13.1% | +2.0% | +11.1% | +11.3% |
| 6M | +16.3% | -35.9% | +52.2% | +24.8% |
| YTD | +43.5% | -32.7% | +76.2% | +51.7% |
| 1Y | +40.2% | -46.6% | +86.7% | +56.1% |
| 3Y | +44.2% | -66.7% | +111.0% | +74.0% |
| 5Y | +170.6% | -82.1% | +252.8% | +278.4% |
| 10Y | +220.3% | -46.8% | +267.1% | +220.1% |
| All | +421.2% | +301.6% | +119.6% | +168.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling