-65.9%
CHTR vs JD
+17.9%
-83.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +4.2% |
| 7D | +17.2% | -4.1% | +21.3% | +17.5% |
| 30D | +31.6% | +4.6% | +27.0% | +31.3% |
| 3M | -11.6% | -4.7% | -6.8% | -11.5% |
| 6M | -3.3% | -17.4% | +14.1% | -2.6% |
| YTD | -33.7% | +0.7% | -34.4% | -33.9% |
| 1Y | -32.4% | -5.9% | -26.5% | -32.4% |
| 3Y | -65.9% | +18.9% | -84.8% | -67.1% |
| All | -65.9% | +17.9% | -83.8% | -67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling