+77.8%
JNJ vs CHTR
-65.7%
+143.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -0.5% |
| 7D | -3.5% | -4.1% | +0.6% | -3.3% |
| 30D | +2.3% | -3.0% | +5.3% | +2.4% |
| 3M | +12.0% | +4.8% | +7.2% | +11.4% |
| 6M | +10.5% | -35.0% | +45.5% | +12.2% |
| YTD | +30.4% | -30.2% | +60.6% | +31.7% |
| 1Y | +52.1% | -44.8% | +96.9% | +56.1% |
| 3Y | +77.8% | -66.6% | +144.4% | +89.1% |
| All | +77.8% | -65.7% | +143.5% | +89.1% |
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