+120.6%
VLO vs CHTR
-46.1%
+166.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.7% | -11.4% | -5.6% |
| 7D | -6.0% | +14.1% | -20.1% | -5.7% |
| 30D | -12.9% | +11.6% | -24.5% | -12.6% |
| 3M | +18.3% | -21.4% | +39.8% | +18.2% |
| 6M | +46.4% | -27.3% | +73.7% | +46.4% |
| YTD | +127.7% | -42.4% | +170.1% | +129.0% |
| 1Y | +120.6% | -45.6% | +166.2% | +120.5% |
| All | +120.6% | -46.1% | +166.7% | +120.5% |
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