-55.9%
ADBE vs CHTR
-66.9%
+11.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.0% | -7.3% | -3.2% |
| 7D | -12.9% | -7.1% | -5.8% | -11.9% |
| 30D | -5.6% | -10.9% | +5.2% | -4.1% |
| 3M | +6.6% | +2.0% | +4.6% | +5.7% |
| 6M | -9.6% | -35.9% | +26.4% | -5.1% |
| YTD | -28.9% | -32.7% | +3.8% | -26.2% |
| 1Y | -28.9% | -46.6% | +17.6% | -23.3% |
| All | -55.9% | -66.9% | +11.0% | -48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling