+51.2%
JNJ vs CHTR
-46.1%
+97.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.7% | -1.9% | +3.5% |
| 7D | +1.9% | +14.1% | -12.2% | +1.3% |
| 30D | +9.2% | +11.6% | -2.3% | +8.6% |
| 3M | +8.9% | -21.4% | +30.4% | +10.3% |
| 6M | +24.6% | -27.3% | +51.8% | +25.4% |
| YTD | +35.7% | -42.4% | +78.1% | +37.5% |
| 1Y | +51.2% | -45.6% | +96.8% | +52.2% |
| All | +51.2% | -46.1% | +97.3% | +52.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling