+427.7%
CF vs JAAA
+29.3%
+398.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | +6.0% | +0.2% | +5.8% | +6.1% |
| 30D | +14.8% | +0.5% | +14.3% | +15.3% |
| 3M | +14.1% | +1.3% | +12.8% | +15.1% |
| 6M | +28.5% | +2.7% | +25.9% | +30.8% |
| YTD | +74.9% | +3.2% | +71.8% | +78.4% |
| 1Y | +61.7% | +4.9% | +56.8% | +66.1% |
| 3Y | +80.3% | +19.0% | +61.3% | +111.6% |
| 5Y | +226.0% | +26.8% | +199.2% | +329.1% |
| All | +427.7% | +29.3% | +398.5% | +542.3% |
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