-81.0%
CHTR vs JBHT
+58.3%
-139.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -0.3% |
| 7D | -1.1% | +4.9% | -5.9% | -2.3% |
| 30D | -0.8% | +0.6% | -1.3% | -1.2% |
| 3M | +17.8% | -3.2% | +21.0% | +18.4% |
| 6M | -34.5% | +17.0% | -51.4% | -37.5% |
| YTD | -27.2% | +41.7% | -68.8% | -33.9% |
| 1Y | -41.4% | +90.0% | -131.4% | -50.9% |
| 3Y | -64.0% | +47.0% | -111.0% | -68.4% |
| All | -81.0% | +58.3% | -139.3% | -84.4% |
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 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