+166.9%
XLE vs CHTR
-79.9%
+246.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.3% | -3.3% | +0.6% |
| 7D | +5.4% | +17.2% | -11.8% | +3.8% |
| 30D | -3.9% | +31.6% | -35.6% | -6.7% |
| 3M | +7.0% | -11.6% | +18.6% | +8.1% |
| 6M | +14.2% | -3.3% | +17.5% | +13.8% |
| YTD | +48.2% | -33.7% | +81.9% | +53.0% |
| 1Y | +47.7% | -32.4% | +80.1% | +52.0% |
| 3Y | +70.0% | -65.9% | +136.0% | +90.2% |
| All | +166.9% | -79.9% | +246.8% | +190.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling