+47.9%
ADP vs CHTR
-82.1%
+130.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.0% | -4.2% | 0.0% |
| 7D | -5.7% | -7.1% | +1.4% | -4.6% |
| 30D | -1.4% | -10.9% | +9.5% | +0.2% |
| 3M | +16.6% | +2.0% | +14.5% | +15.6% |
| 6M | +24.9% | -35.9% | +60.9% | +32.1% |
| YTD | +5.6% | -32.7% | +38.2% | +10.3% |
| 1Y | -6.0% | -46.6% | +40.5% | +2.3% |
| 3Y | +14.5% | -66.7% | +81.2% | +33.8% |
| 5Y | +47.9% | -82.1% | +130.0% | +88.2% |
| All | +47.9% | -82.1% | +130.0% | +88.2% |
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 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