+215.4%
ADSK vs CHTR
-44.7%
+260.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | -0.8% |
| 7D | -2.5% | -4.1% | +1.6% | -1.4% |
| 30D | -14.9% | -3.0% | -11.9% | -14.5% |
| 3M | +3.3% | +4.8% | -1.4% | +0.6% |
| 6M | -15.7% | -35.0% | +19.4% | -6.9% |
| YTD | -28.2% | -30.2% | +1.9% | -23.1% |
| 1Y | -34.5% | -44.8% | +10.2% | -24.2% |
| 3Y | -2.9% | -66.6% | +63.7% | +28.7% |
| 5Y | -25.3% | -81.5% | +56.2% | +25.5% |
| All | +215.4% | -44.7% | +260.1% | +223.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling