+14.1%
ADP vs CHTR
-68.4%
+82.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.1% | +7.1% | 0.0% |
| 7D | -5.7% | -15.8% | +10.1% | -3.6% |
| 30D | -3.1% | -12.7% | +9.6% | -1.6% |
| 3M | +15.6% | -1.1% | +16.7% | +15.4% |
| 6M | +20.8% | -39.9% | +60.7% | +26.9% |
| YTD | +4.7% | -35.9% | +40.6% | +8.8% |
| 1Y | -8.3% | -49.2% | +40.9% | -1.7% |
| All | +14.1% | -68.4% | +82.5% | +33.0% |
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