-66.6%
CHTR vs JBL
+195.4%
-262.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.0% | -1.3% | +3.3% |
| 7D | -4.1% | +2.4% | -6.5% | -4.3% |
| 30D | -3.0% | -13.1% | +10.1% | -1.8% |
| 3M | +4.8% | -15.6% | +20.4% | +6.3% |
| 6M | -35.0% | +24.6% | -59.6% | -37.5% |
| YTD | -30.2% | +39.6% | -69.8% | -34.2% |
| 1Y | -44.8% | +48.6% | -93.4% | -48.7% |
| 3Y | -66.6% | +197.3% | -263.8% | -73.7% |
| All | -66.6% | +195.4% | -262.0% | -73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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