+61.3%
CHRW vs JAAA
+27.4%
+34.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | -4.3% | +0.4% | -4.7% | -4.8% |
| 3M | -7.4% | +1.2% | -8.6% | -8.8% |
| 6M | -20.7% | +2.3% | -23.0% | -23.0% |
| YTD | -15.9% | +4.0% | -19.8% | -19.9% |
| 1Y | -9.9% | +4.8% | -14.7% | -15.0% |
| 3Y | +79.0% | +18.5% | +60.5% | +59.3% |
| 5Y | +61.3% | +27.5% | +33.8% | +31.9% |
| All | +61.3% | +27.4% | +34.0% | +31.9% |
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