-41.4%
CHTR vs JD
-5.6%
-35.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.3% |
| 7D | -1.1% | -1.7% | +0.6% | -1.0% |
| 30D | -0.8% | -13.2% | +12.4% | -0.3% |
| 3M | +17.8% | -3.2% | +21.0% | +18.2% |
| 6M | -34.5% | +15.2% | -49.7% | -37.0% |
| YTD | -27.2% | +2.0% | -29.2% | -27.9% |
| 1Y | -41.4% | -5.4% | -36.1% | -40.0% |
| All | -41.4% | -5.6% | -35.8% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 1y: compounded portfolio wealth divided by compounded JD 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…
1y analysis · Full analysis span regression · 6 months rolling