+1,136.0%
JPM vs CHTR
+282.5%
+853.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.1% | +8.5% | +2.5% |
| 7D | -0.4% | -15.8% | +15.4% | +4.1% |
| 30D | -1.4% | -12.7% | +11.2% | +1.6% |
| 3M | +13.9% | -1.1% | +15.0% | +12.6% |
| 6M | +23.5% | -39.9% | +63.4% | +37.5% |
| YTD | +11.6% | -35.9% | +47.5% | +21.3% |
| 1Y | +21.4% | -49.2% | +70.5% | +40.8% |
| 3Y | +163.4% | -68.3% | +231.7% | +238.1% |
| 5Y | +152.5% | -83.0% | +235.5% | +290.5% |
| 10Y | +592.1% | -49.3% | +641.4% | +585.4% |
| All | +1,136.0% | +282.5% | +853.5% | +359.2% |
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 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