-82.1%
CHTR vs JD
-62.5%
-19.7%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.1% | +4.9% | +5.0% |
| 7D | -7.1% | -2.6% | -4.6% | -6.9% |
| 30D | -10.9% | -15.4% | +4.5% | -9.7% |
| 3M | +2.0% | -5.0% | +7.0% | +2.4% |
| 6M | -35.9% | +0.9% | -36.8% | -36.2% |
| YTD | -32.7% | -2.5% | -30.2% | -32.8% |
| 1Y | -46.6% | -16.0% | -30.5% | -46.0% |
| 3Y | -66.7% | -8.5% | -58.2% | -67.3% |
| 5Y | -82.1% | -61.8% | -20.4% | -81.7% |
| All | -82.1% | -62.5% | -19.7% | -81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling