-1.6%
ORLY vs CHTR
-46.1%
+44.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.7% | -3.1% | +2.0% |
| 7D | +2.1% | +14.1% | -12.0% | +0.8% |
| 30D | +10.1% | +11.6% | -1.5% | +8.8% |
| 3M | +0.6% | -21.4% | +22.0% | +2.7% |
| 6M | -1.7% | -27.3% | +25.5% | -0.2% |
| YTD | +1.2% | -42.4% | +43.6% | +3.7% |
| 1Y | -1.6% | -45.6% | +44.0% | +1.4% |
| All | -1.6% | -46.1% | +44.5% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling