-5.7%
CDW vs JAAA
+27.4%
-33.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.8% |
| 7D | +9.3% | +0.1% | +9.3% | +9.2% |
| 30D | +15.8% | +0.4% | +15.4% | +14.9% |
| 3M | +21.8% | +1.1% | +20.6% | +19.0% |
| 6M | +58.8% | +2.3% | +56.5% | +51.8% |
| YTD | +22.8% | +3.9% | +18.9% | +13.8% |
| 1Y | +17.9% | +4.8% | +13.1% | +7.4% |
| 3Y | -17.4% | +18.4% | -35.9% | -33.2% |
| 5Y | -5.7% | +27.4% | -33.1% | -28.0% |
| All | -5.7% | +27.4% | -33.2% | -28.0% |
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