+93.0%
CHRW vs JAAA
+26.7%
+66.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +4.1% | +0.1% | +4.0% | +3.9% |
| 30D | +1.9% | +0.5% | +1.4% | +1.3% |
| 3M | -21.2% | +1.2% | -22.4% | -22.4% |
| 6M | -16.7% | +2.7% | -19.4% | -19.5% |
| YTD | -5.4% | +3.2% | -8.6% | -9.0% |
| 1Y | +21.2% | +4.8% | +16.4% | +14.5% |
| 3Y | +86.5% | +19.0% | +67.5% | +67.6% |
| 5Y | +93.0% | +26.8% | +66.3% | +63.9% |
| All | +93.0% | +26.7% | +66.3% | +63.9% |
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 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