+153.3%
XOP vs CHTR
-81.7%
+234.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -0.4% |
| 7D | +2.6% | -4.1% | +6.7% | +3.1% |
| 30D | +9.6% | -3.0% | +12.6% | +9.7% |
| 3M | +20.4% | +4.8% | +15.6% | +18.8% |
| 6M | +19.9% | -35.0% | +54.9% | +26.3% |
| YTD | +56.4% | -30.2% | +86.6% | +62.1% |
| 1Y | +52.4% | -44.8% | +97.2% | +64.8% |
| 3Y | +39.9% | -66.6% | +106.4% | +63.6% |
| All | +153.3% | -81.7% | +234.9% | +210.5% |
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 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