+177.8%
XLE vs CHTR
-44.7%
+222.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | -0.4% |
| 7D | +1.7% | -4.1% | +5.8% | +2.3% |
| 30D | +6.7% | -3.0% | +9.7% | +6.9% |
| 3M | +14.9% | +4.8% | +10.1% | +12.8% |
| 6M | +15.9% | -35.0% | +50.9% | +23.4% |
| YTD | +47.7% | -30.2% | +77.9% | +54.2% |
| 1Y | +50.7% | -44.8% | +95.5% | +65.5% |
| 3Y | +57.9% | -66.6% | +124.4% | +89.4% |
| 5Y | +227.0% | -81.5% | +308.5% | +358.1% |
| All | +177.8% | -44.7% | +222.6% | +187.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling