+73.0%
CF vs JAAA
+18.9%
+54.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.3% |
| 7D | +6.0% | +0.2% | +5.8% | +5.9% |
| 30D | +14.8% | +0.5% | +14.3% | +14.4% |
| 3M | +14.1% | +1.3% | +12.8% | +13.0% |
| 6M | +28.5% | +2.7% | +25.9% | +25.6% |
| YTD | +74.9% | +3.2% | +71.8% | +69.4% |
| 1Y | +61.7% | +4.9% | +56.8% | +51.8% |
| All | +73.0% | +18.9% | +54.1% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling