+49.0%
CG vs JAAA
+18.9%
+30.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.2% |
| 7D | -6.4% | +0.1% | -6.5% | -7.2% |
| 30D | -7.1% | +0.5% | -7.5% | -10.3% |
| 3M | -1.6% | +1.2% | -2.8% | -10.7% |
| 6M | -8.3% | +2.7% | -11.1% | -25.5% |
| YTD | -23.8% | +3.2% | -27.0% | -40.0% |
| 1Y | -28.7% | +4.8% | -33.5% | -49.8% |
| All | +49.0% | +18.9% | +30.1% | +7.7% |
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 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