-63.9%
CHTR vs ADVB
-96.8%
+33.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -23.6% | +27.9% | +4.5% |
| 7D | +17.2% | +27.8% | -10.6% | +16.7% |
| 30D | +31.6% | -50.8% | +82.4% | +32.6% |
| 3M | -11.6% | -70.5% | +58.9% | -10.4% |
| 6M | -3.3% | -46.7% | +43.5% | -5.5% |
| YTD | -33.7% | -56.7% | +23.0% | -35.0% |
| 1Y | -32.4% | -71.8% | +39.3% | -32.7% |
| All | -63.9% | -96.8% | +33.0% | -58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling