-51.0%
USO vs CHTR
+301.6%
-352.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.0% | +0.6% | +5.0% |
| 7D | +11.5% | -7.1% | +18.6% | +12.4% |
| 30D | +24.1% | -10.9% | +35.0% | +25.4% |
| 3M | +17.9% | +2.0% | +15.9% | +16.7% |
| 6M | +49.6% | -35.9% | +85.5% | +56.4% |
| YTD | +129.0% | -32.7% | +161.7% | +137.0% |
| 1Y | +112.0% | -46.6% | +158.5% | +126.9% |
| 3Y | +102.3% | -66.7% | +169.0% | +127.9% |
| 5Y | +224.5% | -82.1% | +306.7% | +309.2% |
| 10Y | +86.9% | -46.8% | +133.7% | +78.3% |
| All | -51.0% | +301.6% | -352.6% | -73.9% |
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