+82.0%
USO vs CHTR
-44.7%
+126.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.7% | -5.9% | -2.5% |
| 7D | +9.1% | -4.1% | +13.2% | +9.4% |
| 30D | +21.7% | -3.0% | +24.6% | +21.6% |
| 3M | +20.2% | +4.8% | +15.5% | +19.2% |
| 6M | +43.4% | -35.0% | +78.4% | +48.3% |
| YTD | +124.0% | -30.2% | +154.1% | +129.3% |
| 1Y | +112.2% | -44.8% | +157.0% | +123.0% |
| 3Y | +97.7% | -66.6% | +164.2% | +117.8% |
| 5Y | +217.4% | -81.5% | +298.9% | +289.1% |
| All | +82.0% | -44.7% | +126.7% | +95.7% |
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