+44.1%
CDW vs JAAA
+30.3%
+13.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +9.3% | +0.1% | +9.2% | +9.1% |
| 30D | +14.4% | +0.4% | +13.9% | +13.4% |
| 3M | +21.4% | +1.2% | +20.2% | +18.7% |
| 6M | +72.8% | +2.3% | +70.5% | +65.6% |
| YTD | +28.0% | +4.0% | +24.0% | +19.1% |
| 1Y | +19.3% | +4.8% | +14.5% | +9.4% |
| 3Y | -15.3% | +18.4% | -33.7% | -30.8% |
| 5Y | -3.8% | +27.5% | -31.3% | -25.3% |
| All | +44.1% | +30.3% | +13.8% | +8.2% |
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