+345.2%
XOM vs CHTR
+316.5%
+28.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | -0.2% |
| 7D | +4.1% | -4.1% | +8.2% | +4.7% |
| 30D | +4.6% | -3.0% | +7.5% | +4.7% |
| 3M | +14.0% | +4.8% | +9.2% | +12.0% |
| 6M | +11.0% | -35.0% | +46.0% | +17.4% |
| YTD | +40.7% | -30.2% | +70.9% | +46.4% |
| 1Y | +52.3% | -44.8% | +97.1% | +65.4% |
| 3Y | +60.5% | -66.6% | +127.0% | +87.1% |
| 5Y | +266.4% | -81.5% | +347.9% | +377.5% |
| 10Y | +194.4% | -44.8% | +239.2% | +184.6% |
| All | +345.2% | +316.5% | +28.7% | +149.6% |
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