+5.5%
CG vs JAAA
+26.7%
-21.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.1% |
| 7D | -6.4% | +0.1% | -6.5% | -6.7% |
| 30D | -7.1% | +0.5% | -7.5% | -8.3% |
| 3M | -1.6% | +1.2% | -2.8% | -5.1% |
| 6M | -8.3% | +2.7% | -11.1% | -15.2% |
| YTD | -23.8% | +3.2% | -27.0% | -30.3% |
| 1Y | -28.7% | +4.8% | -33.5% | -37.4% |
| 3Y | +49.2% | +19.0% | +30.2% | +17.0% |
| 5Y | +5.5% | +26.8% | -21.3% | -23.7% |
| All | +5.5% | +26.7% | -21.2% | -23.7% |
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 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