-45.9%
CHTR vs JD
+20.6%
-66.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.7% |
| 7D | -4.1% | -4.2% | +0.2% | -3.5% |
| 30D | -3.0% | -14.4% | +11.4% | -1.1% |
| 3M | +4.8% | -3.6% | +8.3% | +5.1% |
| 6M | -35.0% | -0.3% | -34.7% | -35.3% |
| YTD | -30.2% | -2.4% | -27.8% | -30.3% |
| 1Y | -44.8% | -18.5% | -26.2% | -43.7% |
| 3Y | -66.6% | -7.0% | -59.5% | -67.6% |
| 5Y | -81.5% | -61.7% | -19.8% | -80.4% |
| All | -45.9% | +20.6% | -66.5% | -55.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling