+270.6%
XLE vs CHTR
+334.3%
-63.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | +2.2% | -1.1% | +3.3% | +2.3% |
| 30D | +11.8% | -0.8% | +12.5% | +11.5% |
| 3M | +9.8% | +17.8% | -8.0% | +4.8% |
| 6M | +15.6% | -34.5% | +50.1% | +24.2% |
| YTD | +45.3% | -27.2% | +72.4% | +51.4% |
| 1Y | +48.3% | -41.4% | +89.7% | +62.7% |
| 3Y | +55.4% | -64.0% | +119.4% | +86.3% |
| 5Y | +216.1% | -81.3% | +297.4% | +348.3% |
| 10Y | +178.4% | -44.1% | +222.5% | +170.0% |
| All | +270.6% | +334.3% | -63.6% | +66.5% |
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