+31.0%
CHD vs JAAA
+4.8%
+26.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +6.9% | +0.2% | +6.8% | +6.6% |
| 30D | +17.1% | +0.4% | +16.7% | +16.3% |
| 3M | +9.1% | +1.2% | +7.9% | +7.4% |
| 6M | +21.4% | +2.3% | +19.0% | +19.0% |
| YTD | +34.9% | +3.9% | +31.0% | +35.1% |
| 1Y | +31.0% | +4.8% | +26.2% | +28.3% |
| All | +31.0% | +4.8% | +26.3% | +28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling