+74.9%
CHRW vs JAAA
+29.4%
+45.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.1% |
| 7D | +3.5% | +0.1% | +3.4% | +3.4% |
| 30D | +4.6% | +0.5% | +4.1% | +3.8% |
| 3M | -19.7% | +1.3% | -21.0% | -21.1% |
| 6M | -12.4% | +2.8% | -15.2% | -15.7% |
| YTD | -3.9% | +3.3% | -7.2% | -8.1% |
| 1Y | +18.4% | +4.9% | +13.5% | +10.9% |
| 3Y | +88.8% | +19.0% | +69.9% | +62.6% |
| 5Y | +93.5% | +26.9% | +66.7% | +59.6% |
| All | +74.9% | +29.4% | +45.5% | +27.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling