-34.5%
ADSK vs CHTR
-44.4%
+9.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | -0.1% |
| 7D | -2.5% | -4.1% | +1.6% | -2.1% |
| 30D | -14.9% | -3.0% | -11.9% | -14.7% |
| 3M | +3.3% | +4.8% | -1.4% | +2.0% |
| 6M | -15.7% | -35.0% | +19.4% | -15.7% |
| YTD | -28.2% | -30.2% | +1.9% | -28.2% |
| 1Y | -34.5% | -44.8% | +10.2% | -32.9% |
| All | -34.5% | -44.4% | +9.8% | -32.9% |
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