+278.9%
ADP vs CHTR
-44.7%
+323.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | +0.1% |
| 7D | -2.8% | -4.1% | +1.3% | -1.9% |
| 30D | +0.2% | -3.0% | +3.2% | +0.6% |
| 3M | +20.5% | +4.8% | +15.7% | +18.2% |
| 6M | +28.8% | -35.0% | +63.8% | +39.3% |
| YTD | +6.6% | -30.2% | +36.8% | +12.6% |
| 1Y | -6.9% | -44.8% | +37.9% | +4.5% |
| 3Y | +16.1% | -66.6% | +82.7% | +44.4% |
| 5Y | +49.3% | -81.5% | +130.8% | +124.1% |
| All | +278.9% | -44.7% | +323.6% | +288.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling