+10.7%
CHD vs JAAA
+29.3%
-18.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -4.2% | +0.1% | -4.3% | -4.2% |
| 30D | -7.6% | +0.5% | -8.0% | -7.8% |
| 3M | -1.6% | +1.2% | -2.8% | -2.2% |
| 6M | -6.3% | +2.7% | -9.0% | -7.6% |
| YTD | +14.6% | +3.2% | +11.4% | +12.8% |
| 1Y | +1.6% | +4.8% | -3.2% | -0.7% |
| 3Y | +3.1% | +19.0% | -15.8% | -6.3% |
| 5Y | +21.1% | +26.8% | -5.7% | +5.8% |
| All | +10.7% | +29.3% | -18.6% | -7.2% |
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