+100.6%
CB vs JAAA
+27.4%
+73.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | +6.5% | +0.4% | +6.1% | +6.3% |
| 3M | +4.1% | +1.1% | +2.9% | +3.5% |
| 6M | +14.4% | +2.3% | +12.1% | +13.3% |
| YTD | +17.5% | +3.9% | +13.6% | +15.5% |
| 1Y | +27.5% | +4.8% | +22.7% | +24.9% |
| 3Y | +71.6% | +18.4% | +53.2% | +66.4% |
| 5Y | +100.6% | +27.4% | +73.2% | +96.1% |
| All | +100.6% | +27.4% | +73.2% | +96.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling