+102.2%
USO vs CHTR
-46.1%
+148.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +5.7% | -13.7% | -7.6% |
| 7D | -12.7% | +14.1% | -26.8% | -11.9% |
| 30D | +1.0% | +11.6% | -10.6% | +1.8% |
| 3M | +25.6% | -21.4% | +47.0% | +23.0% |
| 6M | -1.5% | -27.3% | +25.8% | -2.1% |
| YTD | +110.3% | -42.4% | +152.6% | +113.5% |
| 1Y | +102.2% | -45.6% | +147.7% | +102.4% |
| All | +102.2% | -46.1% | +148.2% | +102.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling