-10.2%
ADSK vs CHTR
-46.1%
+35.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +5.7% | +1.4% | +6.2% |
| 7D | +11.4% | +14.1% | -2.7% | +9.4% |
| 30D | +21.9% | +11.6% | +10.3% | +20.0% |
| 3M | +13.9% | -21.4% | +35.3% | +16.8% |
| 6M | +9.1% | -27.3% | +36.4% | +11.1% |
| YTD | -8.8% | -42.4% | +33.6% | -6.9% |
| 1Y | -10.2% | -45.6% | +35.3% | -7.2% |
| All | -10.2% | -46.1% | +35.8% | -7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling