+278.4%
CBOE vs JAAA
+29.3%
+249.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -3.7% | +0.1% | -3.8% | -3.7% |
| 30D | +2.0% | +0.4% | +1.5% | +2.0% |
| 3M | -4.2% | +1.2% | -5.5% | -4.1% |
| 6M | +1.2% | +2.7% | -1.5% | +1.6% |
| YTD | +15.4% | +3.2% | +12.2% | +16.0% |
| 1Y | +23.5% | +4.8% | +18.7% | +24.4% |
| 3Y | +93.2% | +19.0% | +74.2% | +96.8% |
| 5Y | +142.0% | +26.8% | +115.2% | +146.6% |
| All | +278.4% | +29.3% | +249.1% | +287.1% |
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 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