-60.9%
ADBE vs CHTR
-81.7%
+20.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.3% | +0.5% |
| 7D | -5.4% | -4.1% | -1.3% | -4.6% |
| 30D | -2.5% | -3.0% | +0.4% | -2.2% |
| 3M | +15.3% | +4.8% | +10.5% | +13.1% |
| 6M | -7.8% | -35.0% | +27.2% | -0.9% |
| YTD | -27.9% | -30.2% | +2.2% | -24.2% |
| 1Y | -28.0% | -44.8% | +16.7% | -19.6% |
| 3Y | -55.3% | -66.6% | +11.2% | -44.1% |
| All | -60.9% | -81.7% | +20.8% | -47.9% |
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