+3,238.4%
ORLY vs CHTR
+316.5%
+2,921.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | -0.3% |
| 7D | -2.4% | -4.1% | +1.7% | -1.7% |
| 30D | -6.8% | -3.0% | -3.8% | -6.6% |
| 3M | -4.8% | +4.8% | -9.5% | -6.2% |
| 6M | -9.1% | -35.0% | +25.9% | -3.3% |
| YTD | -5.9% | -30.2% | +24.3% | -1.8% |
| 1Y | -20.4% | -44.8% | +24.4% | -13.1% |
| 3Y | +36.6% | -66.6% | +103.1% | +60.6% |
| 5Y | +117.3% | -81.5% | +198.8% | +189.0% |
| 10Y | +362.7% | -44.8% | +407.5% | +370.8% |
| All | +3,238.4% | +316.5% | +2,921.9% | +2,181.3% |
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