-65.0%
CHTR vs ADVB
-89.4%
+24.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -5.3% | -2.8% | -8.1% |
| 7D | -15.8% | -13.0% | -2.8% | -15.6% |
| 30D | -12.7% | +7.5% | -20.1% | -12.8% |
| 3M | -1.1% | +129.1% | -130.2% | -5.4% |
| 6M | -39.9% | +71.7% | -111.6% | -42.2% |
| YTD | -35.9% | +45.5% | -81.4% | -38.0% |
| 1Y | -49.2% | -2.7% | -46.4% | -50.7% |
| All | -65.0% | -89.4% | +24.3% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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