+101.5%
CFG vs JAAA
+26.4%
+75.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +2.7% | +0.1% | +2.6% | +2.4% |
| 30D | -3.7% | +0.5% | -4.1% | -4.9% |
| 3M | +9.5% | +1.2% | +8.3% | +5.7% |
| 6M | +22.2% | +2.8% | +19.4% | +12.7% |
| YTD | +22.3% | +3.2% | +19.1% | +11.9% |
| 1Y | +39.4% | +4.8% | +34.6% | +22.3% |
| 3Y | +188.5% | +19.0% | +169.5% | +118.3% |
| 5Y | +101.5% | +26.8% | +74.7% | +44.5% |
| All | +101.5% | +26.4% | +75.1% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling