+213.1%
USO vs CHTR
-81.7%
+294.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.7% | -5.9% | -2.2% |
| 7D | +9.1% | -4.1% | +13.2% | +9.0% |
| 30D | +21.7% | -3.0% | +24.6% | +21.6% |
| 3M | +20.2% | +4.8% | +15.5% | +20.4% |
| 6M | +43.4% | -35.0% | +78.4% | +45.1% |
| YTD | +124.0% | -30.2% | +154.1% | +126.3% |
| 1Y | +112.2% | -44.8% | +157.0% | +115.7% |
| 3Y | +97.7% | -66.6% | +164.2% | +103.5% |
| All | +213.1% | -81.7% | +294.7% | +218.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling