-24.5%
CGNX vs JAAA
+26.5%
-51.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.1% | +4.0% | +3.9% |
| 7D | +3.2% | +0.1% | +3.1% | +3.0% |
| 30D | +6.0% | +0.5% | +5.5% | +4.5% |
| 3M | +3.5% | +1.3% | +2.3% | +0.2% |
| 6M | +26.3% | +2.8% | +23.5% | +17.7% |
| YTD | +79.2% | +3.3% | +76.0% | +65.4% |
| 1Y | +43.8% | +4.9% | +38.9% | +28.2% |
| 3Y | +52.0% | +19.0% | +33.0% | +27.1% |
| All | -24.5% | +26.5% | -51.0% | -38.8% |
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