+1,138.1%
ADP vs CHTR
+295.4%
+842.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.7% | -0.4% |
| 7D | +2.2% | +17.2% | -15.0% | -1.8% |
| 30D | +10.6% | +31.6% | -21.1% | +3.2% |
| 3M | +12.9% | -11.6% | +24.5% | +15.2% |
| 6M | +50.6% | -3.3% | +53.9% | +49.4% |
| YTD | +23.2% | -33.7% | +56.9% | +31.1% |
| 1Y | +25.3% | -32.4% | +57.7% | +32.5% |
| 3Y | +47.1% | -65.9% | +113.1% | +79.2% |
| 5Y | +50.1% | -79.9% | +130.0% | +108.0% |
| 10Y | +323.6% | -49.2% | +372.8% | +342.3% |
| All | +1,138.1% | +295.4% | +842.7% | +617.4% |
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