+49.9%
XLE vs CHTR
-46.1%
+95.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +5.7% | -10.4% | -4.7% |
| 7D | -7.2% | +14.1% | -21.3% | -7.3% |
| 30D | +0.1% | +11.6% | -11.5% | 0.0% |
| 3M | +9.2% | -21.4% | +30.6% | +9.5% |
| 6M | +8.4% | -27.3% | +35.6% | +9.4% |
| YTD | +44.9% | -42.4% | +87.3% | +46.4% |
| 1Y | +49.9% | -45.6% | +95.4% | +51.4% |
| All | +49.9% | -46.1% | +95.9% | +51.4% |
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