+6.4%
OXY vs CHTR
-44.7%
+51.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | -0.2% |
| 7D | +2.8% | -4.1% | +6.9% | +3.5% |
| 30D | +5.5% | -3.0% | +8.4% | +5.5% |
| 3M | +11.3% | +4.8% | +6.5% | +9.1% |
| 6M | +11.6% | -35.0% | +46.6% | +19.4% |
| YTD | +51.6% | -30.2% | +81.7% | +58.6% |
| 1Y | +36.2% | -44.8% | +81.0% | +50.6% |
| 3Y | +1.7% | -66.6% | +68.3% | +23.6% |
| 5Y | +164.5% | -81.5% | +246.0% | +283.6% |
| All | +6.4% | -44.7% | +51.1% | +17.0% |
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