+118.9%
EOG vs CHTR
-44.7%
+163.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -0.7% |
| 7D | +1.5% | -4.1% | +5.6% | +2.1% |
| 30D | +2.9% | -3.0% | +5.9% | +3.0% |
| 3M | +8.7% | +4.8% | +4.0% | +6.8% |
| 6M | +12.9% | -35.0% | +47.9% | +20.0% |
| YTD | +43.8% | -30.2% | +74.0% | +49.9% |
| 1Y | +27.1% | -44.8% | +71.8% | +39.1% |
| 3Y | +25.9% | -66.6% | +92.5% | +50.4% |
| 5Y | +177.9% | -81.5% | +259.4% | +285.8% |
| All | +118.9% | -44.7% | +163.6% | +132.9% |
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 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