+372.0%
CF vs JAAA
+30.2%
+341.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.9% | +0.1% | -0.9% | -0.8% |
| 30D | +6.9% | +0.4% | +6.6% | +7.2% |
| 3M | +4.8% | +1.1% | +3.7% | +5.7% |
| 6M | +4.7% | +2.3% | +2.4% | +6.3% |
| YTD | +56.5% | +3.9% | +52.6% | +60.4% |
| 1Y | +48.4% | +4.8% | +43.6% | +52.7% |
| 3Y | +59.1% | +18.4% | +40.7% | +85.0% |
| 5Y | +109.5% | +27.4% | +82.1% | +178.1% |
| All | +372.0% | +30.2% | +341.9% | +477.2% |
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