+61.5%
CF vs JAAA
+18.6%
+42.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -3.2% | +0.2% | -3.3% | -3.3% |
| 30D | +4.3% | +0.4% | +3.9% | +4.1% |
| 3M | +2.8% | +1.2% | +1.6% | +2.1% |
| 6M | +0.6% | +2.3% | -1.7% | -0.7% |
| YTD | +56.6% | +3.9% | +52.7% | +51.9% |
| 1Y | +49.6% | +4.8% | +44.8% | +42.9% |
| 3Y | +61.5% | +18.5% | +43.0% | +76.1% |
| All | +61.5% | +18.6% | +42.9% | +76.1% |
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