-65.9%
CHTR vs JBHT
+38.8%
-104.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.3% | +2.0% | +3.8% |
| 7D | +17.2% | +7.0% | +10.2% | +15.3% |
| 30D | +31.6% | +0.5% | +31.1% | +31.4% |
| 3M | -11.6% | -17.4% | +5.8% | -7.8% |
| 6M | -3.3% | -1.7% | -1.5% | -3.6% |
| YTD | -33.7% | +20.7% | -54.4% | -36.7% |
| 1Y | -32.4% | +41.1% | -73.5% | -37.4% |
| 3Y | -65.9% | +38.0% | -103.9% | -72.4% |
| All | -65.9% | +38.8% | -104.7% | -72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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