-61.9%
CHTR vs ADVB
-88.8%
+26.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.8% | -0.3% | -4.1% |
| 7D | -0.3% | -14.0% | +13.7% | -0.2% |
| 30D | -4.5% | +41.0% | -45.4% | -4.8% |
| 3M | +10.2% | +127.9% | -117.7% | +5.6% |
| 6M | -37.2% | +101.3% | -138.6% | -39.9% |
| YTD | -30.2% | +53.8% | -84.0% | -32.6% |
| 1Y | -44.8% | +4.4% | -49.2% | -46.5% |
| All | -61.9% | -88.8% | +26.8% | -57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling