+188.5%
CFG vs JAAA
+18.9%
+169.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +2.7% | +0.1% | +2.6% | +2.0% |
| 30D | -3.7% | +0.5% | -4.1% | -6.8% |
| 3M | +9.5% | +1.2% | +8.3% | +0.3% |
| 6M | +22.2% | +2.8% | +19.4% | -0.3% |
| YTD | +22.3% | +3.2% | +19.1% | -2.3% |
| 1Y | +39.4% | +4.8% | +34.6% | -0.5% |
| 3Y | +188.5% | +19.0% | +169.5% | +61.5% |
| All | +188.5% | +18.9% | +169.6% | +61.5% |
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