-0.5%
CGNX vs JAAA
+29.4%
-29.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.7% |
| 3M | +3.5% | +1.3% | +2.3% | +0.5% |
| 6M | +26.3% | +2.8% | +23.5% | +18.4% |
| YTD | +79.2% | +3.3% | +76.0% | +66.6% |
| 1Y | +43.8% | +4.9% | +38.9% | +29.5% |
| 3Y | +52.0% | +19.0% | +33.0% | +28.9% |
| 5Y | -24.0% | +26.9% | -50.9% | -37.0% |
| All | -0.5% | +29.4% | -29.9% | -19.9% |
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