+152.5%
JPM vs CHTR
-81.7%
+234.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -3.0% | +0.2% |
| 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% | +12.3% |
| 6M | +25.1% | -35.0% | +60.1% | +32.5% |
| YTD | +12.1% | -30.2% | +42.3% | +16.7% |
| 1Y | +18.8% | -44.8% | +63.6% | +29.3% |
| 3Y | +163.4% | -66.6% | +230.0% | +211.5% |
| All | +152.5% | -81.7% | +234.2% | +235.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling