+210.0%
SHEL vs CHTR
-44.7%
+254.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | +0.2% |
| 7D | +4.1% | -4.1% | +8.2% | +4.7% |
| 30D | +8.4% | -3.0% | +11.3% | +8.5% |
| 3M | +13.7% | +4.8% | +8.9% | +11.8% |
| 6M | +12.7% | -35.0% | +47.7% | +19.3% |
| YTD | +35.3% | -30.2% | +65.5% | +40.6% |
| 1Y | +39.4% | -44.8% | +84.1% | +51.7% |
| 3Y | +71.5% | -66.6% | +138.0% | +102.2% |
| 5Y | +195.0% | -81.5% | +276.5% | +305.9% |
| All | +210.0% | -44.7% | +254.7% | +219.0% |
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