-6.9%
ADP vs CHTR
-44.4%
+37.5%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | +0.6% |
| 7D | -2.8% | -4.1% | +1.3% | -2.3% |
| 30D | +0.2% | -3.0% | +3.2% | +0.4% |
| 3M | +20.5% | +4.8% | +15.7% | +19.3% |
| 6M | +28.8% | -35.0% | +63.8% | +31.5% |
| YTD | +6.6% | -30.2% | +36.8% | +7.9% |
| 1Y | -6.9% | -44.8% | +37.9% | -1.8% |
| All | -6.9% | -44.4% | +37.5% | -1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling