+238.3%
CB vs JAAA
+30.2%
+208.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.2% |
| YTD | +17.5% | +3.9% | +13.6% | +15.4% |
| 1Y | +27.5% | +4.8% | +22.7% | +24.7% |
| 3Y | +71.6% | +18.4% | +53.2% | +64.6% |
| 5Y | +100.6% | +27.4% | +73.2% | +92.4% |
| All | +238.3% | +30.2% | +208.2% | +216.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling