+191.2%
VLO vs CHTR
-66.9%
+258.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.0% | -5.9% | -1.3% |
| 7D | +4.0% | -7.1% | +11.1% | +4.6% |
| 30D | +19.0% | -10.9% | +29.9% | +19.9% |
| 3M | +50.0% | +2.0% | +48.0% | +49.1% |
| 6M | +79.1% | -35.9% | +115.0% | +85.6% |
| YTD | +140.3% | -32.7% | +172.9% | +146.8% |
| 1Y | +148.3% | -46.6% | +194.9% | +163.9% |
| All | +191.2% | -66.9% | +258.1% | +245.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling