+316.5%
CHTR vs JBLU
-20.3%
+336.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.7% |
| 7D | -4.1% | -5.0% | +0.9% | -3.3% |
| 30D | -3.0% | -23.9% | +20.9% | +1.0% |
| 3M | +4.8% | -11.6% | +16.4% | +6.1% |
| 6M | -35.0% | -0.2% | -34.8% | -36.1% |
| YTD | -30.2% | -3.3% | -26.9% | -31.4% |
| 1Y | -44.8% | -15.4% | -29.4% | -44.8% |
| 3Y | -66.6% | -14.7% | -51.8% | -69.1% |
| 5Y | -81.5% | -70.0% | -11.5% | -80.4% |
| 10Y | -44.8% | -72.9% | +28.1% | -45.5% |
| All | +316.5% | -20.3% | +336.8% | +209.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 JBLU 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