-76.4%
CHTR vs JAAA
+29.4%
-105.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.6% |
| 7D | -4.1% | +0.1% | -4.2% | -4.1% |
| 30D | -3.0% | +0.5% | -3.5% | -3.4% |
| 3M | +4.8% | +1.3% | +3.5% | +3.8% |
| 6M | -35.0% | +2.8% | -37.8% | -36.4% |
| YTD | -30.2% | +3.3% | -33.4% | -32.0% |
| 1Y | -44.8% | +4.9% | -49.7% | -47.0% |
| 3Y | -66.6% | +19.0% | -85.5% | -68.7% |
| 5Y | -81.5% | +26.9% | -108.4% | -82.6% |
| All | -76.4% | +29.4% | -105.8% | -79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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