+47.1%
ADP vs CHTR
-66.1%
+113.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.7% | +0.1% |
| 7D | +2.2% | +17.2% | -15.0% | 0.0% |
| 30D | +10.6% | +31.6% | -21.1% | +6.6% |
| 3M | +12.9% | -11.6% | +24.5% | +14.0% |
| 6M | +50.6% | -3.3% | +53.9% | +49.8% |
| YTD | +23.2% | -33.7% | +56.9% | +26.6% |
| 1Y | +25.3% | -32.4% | +57.7% | +28.4% |
| 3Y | +47.1% | -65.9% | +113.1% | +60.2% |
| All | +47.1% | -66.1% | +113.2% | +60.2% |
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