+19.5%
CDW vs JAAA
+29.3%
-9.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -4.2% | +0.1% | -4.3% | -4.4% |
| 30D | +4.9% | +0.5% | +4.4% | +4.0% |
| 3M | +7.3% | +1.2% | +6.0% | +4.8% |
| 6M | +19.2% | +2.7% | +16.5% | +13.4% |
| YTD | +6.2% | +3.2% | +3.0% | +0.2% |
| 1Y | -14.0% | +4.8% | -18.8% | -21.2% |
| 3Y | -30.0% | +19.0% | -49.0% | -42.5% |
| 5Y | -23.6% | +26.8% | -50.4% | -39.9% |
| All | +19.5% | +29.3% | -9.8% | -8.9% |
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