+206.4%
CFG vs JAAA
+30.2%
+176.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -1.0% |
| 7D | -0.9% | +0.2% | -1.1% | -1.4% |
| 30D | +1.1% | +0.4% | +0.6% | -0.2% |
| 3M | -12.0% | +1.2% | -13.2% | -15.0% |
| 6M | -2.2% | +2.3% | -4.6% | -8.6% |
| YTD | +11.4% | +3.9% | +7.5% | -0.2% |
| 1Y | +27.8% | +4.8% | +23.0% | +11.8% |
| 3Y | +173.3% | +18.5% | +154.8% | +98.4% |
| 5Y | +62.4% | +27.5% | +35.0% | +8.7% |
| All | +206.4% | +30.2% | +176.2% | +73.7% |
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