+10.0%
CHTR vs JD
+48.3%
-38.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.2% |
| 7D | -1.1% | -1.7% | +0.6% | -0.9% |
| 30D | -0.8% | -13.2% | +12.4% | +0.8% |
| 3M | +17.8% | -3.2% | +21.0% | +18.1% |
| 6M | -34.5% | +15.2% | -49.7% | -35.9% |
| YTD | -27.2% | +2.0% | -29.2% | -27.7% |
| 1Y | -41.4% | -5.4% | -36.1% | -41.4% |
| 3Y | -64.0% | -9.1% | -54.9% | -64.9% |
| 5Y | -81.3% | -59.6% | -21.7% | -80.5% |
| 10Y | -44.1% | +26.2% | -70.3% | -52.7% |
| All | +10.0% | +48.3% | -38.3% | -7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling