+227.7%
XLE vs CHTR
-83.3%
+311.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.1% | +9.0% | +1.7% |
| 7D | +0.3% | -15.8% | +16.1% | +2.1% |
| 30D | +8.5% | -12.7% | +21.2% | +9.8% |
| 3M | +14.6% | -1.1% | +15.7% | +14.2% |
| 6M | +17.6% | -39.9% | +57.5% | +23.4% |
| YTD | +48.1% | -35.9% | +84.0% | +53.6% |
| 1Y | +53.8% | -49.2% | +102.9% | +64.7% |
| 3Y | +56.2% | -68.3% | +124.5% | +76.4% |
| 5Y | +227.7% | -83.0% | +310.7% | +281.9% |
| All | +227.7% | -83.3% | +311.0% | +281.9% |
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