+168.0%
JCI vs CHTR
-65.7%
+233.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.7% | -1.5% | +1.9% |
| 7D | +0.7% | -4.1% | +4.8% | +1.1% |
| 30D | -4.4% | -3.0% | -1.5% | -4.4% |
| 3M | +1.7% | +4.8% | -3.1% | +0.9% |
| 6M | +8.8% | -35.0% | +43.8% | +13.3% |
| YTD | +22.6% | -30.2% | +52.8% | +26.0% |
| 1Y | +36.2% | -44.8% | +81.0% | +45.0% |
| 3Y | +168.0% | -66.6% | +234.6% | +211.5% |
| All | +168.0% | -65.7% | +233.7% | +211.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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