+14.4%
SLB vs CHTR
+295.4%
-281.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.3% | -2.8% | +0.5% |
| 7D | +3.5% | +17.2% | -13.7% | -0.4% |
| 30D | +6.5% | +31.6% | -25.1% | -0.7% |
| 3M | -0.2% | -11.6% | +11.4% | +1.6% |
| 6M | -5.7% | -3.3% | -2.5% | -6.9% |
| YTD | +36.8% | -33.7% | +70.5% | +45.0% |
| 1Y | +45.8% | -32.4% | +78.2% | +53.7% |
| 3Y | +3.4% | -65.9% | +69.3% | +26.5% |
| 5Y | +76.1% | -79.9% | +156.1% | +144.7% |
| 10Y | -13.0% | -49.2% | +36.2% | -11.9% |
| All | +14.4% | +295.4% | -281.0% | -49.4% |
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 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