+233.4%
CFG vs JAAA
+29.3%
+204.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -0.6% | +0.1% | -0.7% | -0.9% |
| 30D | -4.5% | +0.5% | -5.0% | -5.8% |
| 3M | +6.3% | +1.2% | +5.1% | +2.5% |
| 6M | +20.6% | +2.7% | +17.9% | +11.5% |
| YTD | +21.2% | +3.2% | +18.0% | +10.8% |
| 1Y | +38.2% | +4.8% | +33.4% | +21.1% |
| 3Y | +185.9% | +19.0% | +166.9% | +109.4% |
| 5Y | +97.0% | +26.8% | +70.2% | +33.7% |
| All | +233.4% | +29.3% | +204.1% | +92.8% |
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 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