+3,782.2%
VLO vs CHTR
+316.4%
+3,465.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.1% | +7.4% | +4.3% |
| 7D | +5.8% | -0.3% | +6.1% | +5.6% |
| 30D | +28.3% | -4.5% | +32.8% | +29.2% |
| 3M | +48.7% | +10.2% | +38.5% | +43.5% |
| 6M | +71.9% | -37.2% | +109.2% | +87.8% |
| YTD | +138.7% | -30.2% | +168.8% | +151.8% |
| 1Y | +148.5% | -44.8% | +193.2% | +178.9% |
| 3Y | +192.7% | -65.5% | +258.2% | +261.7% |
| 5Y | +601.6% | -81.8% | +683.4% | +942.8% |
| 10Y | +900.2% | -45.8% | +945.9% | +842.0% |
| All | +3,782.2% | +316.4% | +3,465.8% | +1,324.0% |
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