+0.2%
CHTR vs JD
+46.5%
-46.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +4.1% |
| 7D | +17.2% | -4.1% | +21.3% | +17.8% |
| 30D | +31.6% | +4.6% | +27.0% | +30.9% |
| 3M | -11.6% | -4.7% | -6.8% | -11.1% |
| 6M | -3.3% | -17.4% | +14.1% | -1.2% |
| YTD | -33.7% | +0.7% | -34.4% | -34.1% |
| 1Y | -32.4% | -5.9% | -26.5% | -32.3% |
| 3Y | -65.9% | +18.9% | -84.8% | -68.0% |
| 5Y | -79.9% | -62.9% | -17.0% | -78.7% |
| 10Y | -49.2% | +32.5% | -81.7% | -57.2% |
| All | +0.2% | +46.5% | -46.3% | -15.5% |
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