+45.3%
CDW vs JAAA
+30.2%
+15.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +2.6% | +0.1% | +2.5% | +2.4% |
| 30D | +20.4% | +0.4% | +20.0% | +19.5% |
| 3M | +28.5% | +1.2% | +27.3% | +25.7% |
| 6M | +70.6% | +2.3% | +68.3% | +63.4% |
| YTD | +29.1% | +4.0% | +25.1% | +20.2% |
| 1Y | +23.8% | +4.8% | +19.0% | +13.5% |
| 3Y | -14.5% | +18.5% | -33.0% | -30.1% |
| 5Y | -1.6% | +27.5% | -29.1% | -23.5% |
| All | +45.3% | +30.2% | +15.1% | +9.2% |
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 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