+1,002.0%
ADP vs CHTR
+334.3%
+667.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | -3.4% | -1.1% | -2.4% | -3.4% |
| 30D | +2.8% | -0.8% | +3.6% | +2.6% |
| 3M | +20.9% | +17.8% | +3.2% | +15.4% |
| 6M | +29.9% | -34.5% | +64.4% | +40.4% |
| YTD | +9.6% | -27.2% | +36.8% | +14.8% |
| 1Y | -5.3% | -41.4% | +36.2% | +4.7% |
| 3Y | +16.5% | -64.0% | +80.5% | +40.8% |
| 5Y | +49.4% | -81.3% | +130.7% | +114.0% |
| 10Y | +282.2% | -44.1% | +326.3% | +292.1% |
| All | +1,002.0% | +334.3% | +667.7% | +528.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling