+27.3%
SLB vs CHTR
+334.3%
-307.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +0.8% | -1.1% | +1.9% | +1.0% |
| 30D | +15.8% | -0.8% | +16.6% | +15.7% |
| 3M | -0.3% | +17.8% | -18.1% | -5.1% |
| 6M | +21.3% | -34.5% | +55.8% | +31.1% |
| YTD | +52.3% | -27.2% | +79.5% | +59.2% |
| 1Y | +63.6% | -41.4% | +105.0% | +80.8% |
| 3Y | +3.8% | -64.0% | +67.8% | +26.4% |
| 5Y | +128.6% | -81.3% | +209.9% | +229.9% |
| 10Y | -3.1% | -44.1% | +41.0% | -3.3% |
| All | +27.3% | +334.3% | -307.0% | -44.5% |
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