+384.2%
CF vs JAAA
+30.2%
+354.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.5% | +2.6% |
| 7D | +4.8% | +0.1% | +4.7% | +4.8% |
| 30D | +9.7% | +0.4% | +9.3% | +10.0% |
| 3M | +1.2% | +1.2% | +0.1% | +2.1% |
| 6M | +7.4% | +2.3% | +5.1% | +9.1% |
| YTD | +60.5% | +3.9% | +56.6% | +64.6% |
| 1Y | +50.7% | +4.8% | +46.0% | +55.1% |
| 3Y | +64.8% | +18.5% | +46.3% | +91.6% |
| 5Y | +115.8% | +27.5% | +88.3% | +186.4% |
| All | +384.2% | +30.2% | +354.0% | +492.4% |
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