-83.0%
CHTR vs JBHT
+17.1%
-100.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.7% | -5.5% | -6.0% |
| 7D | +5.9% | -1.6% | +7.5% | +6.3% |
| 30D | +10.4% | -2.3% | +12.7% | +11.0% |
| 3M | -25.0% | -18.5% | -6.5% | -21.2% |
| 6M | -24.6% | -11.3% | -13.3% | -22.8% |
| YTD | -43.4% | +12.6% | -56.0% | -45.6% |
| 1Y | -45.8% | +29.8% | -75.6% | -49.7% |
| 3Y | -71.6% | +28.1% | -99.7% | -74.3% |
| All | -83.0% | +17.1% | -100.1% | -85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling