+216.2%
CFG vs JAAA
+30.3%
+185.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.5% |
| 7D | +3.2% | +0.1% | +3.1% | +2.9% |
| 30D | +5.1% | +0.4% | +4.7% | +3.8% |
| 3M | -11.2% | +1.2% | -12.4% | -14.3% |
| 6M | +9.6% | +2.3% | +7.3% | +2.5% |
| YTD | +15.0% | +4.0% | +11.0% | +2.7% |
| 1Y | +29.9% | +4.8% | +25.0% | +13.5% |
| 3Y | +192.1% | +18.4% | +173.7% | +111.8% |
| 5Y | +62.3% | +27.5% | +34.8% | +8.4% |
| All | +216.2% | +30.3% | +185.9% | +78.8% |
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