+590.9%
JPM vs CHTR
-44.7%
+635.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -3.0% | -0.1% |
| 7D | -0.7% | -4.1% | +3.4% | +0.1% |
| 30D | -2.5% | -3.0% | +0.5% | -2.3% |
| 3M | +14.1% | +4.8% | +9.4% | +11.7% |
| 6M | +25.1% | -35.0% | +60.1% | +34.6% |
| YTD | +12.1% | -30.2% | +42.3% | +18.0% |
| 1Y | +18.8% | -44.8% | +63.6% | +32.4% |
| 3Y | +163.4% | -66.6% | +230.0% | +224.3% |
| 5Y | +156.5% | -81.5% | +238.0% | +271.9% |
| All | +590.9% | -44.7% | +635.6% | +632.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling