+1,134.5%
JCI vs CHTR
+282.5%
+851.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.1% | +7.1% | +0.7% |
| 7D | +4.1% | -15.8% | +19.8% | +7.7% |
| 30D | -3.8% | -12.7% | +8.8% | -1.6% |
| 3M | -1.6% | -1.1% | -0.6% | -2.6% |
| 6M | +9.5% | -39.9% | +49.4% | +19.1% |
| YTD | +21.7% | -35.9% | +57.6% | +29.7% |
| 1Y | +37.1% | -49.2% | +86.3% | +54.4% |
| 3Y | +165.2% | -68.3% | +233.5% | +224.6% |
| 5Y | +110.3% | -83.0% | +193.2% | +197.2% |
| 10Y | +341.0% | -49.3% | +390.3% | +346.5% |
| All | +1,134.5% | +282.5% | +851.9% | +564.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling