+301.6%
CHTR vs JBL
+1,941.8%
-1,640.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.8% | +7.7% | +5.6% |
| 7D | -7.1% | -1.0% | -6.1% | -7.0% |
| 30D | -10.9% | -15.1% | +4.2% | -8.0% |
| 3M | +2.0% | -14.0% | +16.1% | +4.5% |
| 6M | -35.9% | +20.6% | -56.5% | -39.8% |
| YTD | -32.7% | +32.9% | -65.6% | -38.6% |
| 1Y | -46.6% | +40.5% | -87.1% | -52.3% |
| 3Y | -66.7% | +183.7% | -250.5% | -75.9% |
| 5Y | -82.1% | +388.3% | -470.5% | -88.9% |
| 10Y | -46.8% | +1,464.9% | -1,511.7% | -76.3% |
| All | +301.6% | +1,941.8% | -1,640.2% | +57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling