+69.0%
CHRW vs JAAA
+29.3%
+39.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | -1.4% | +0.2% | -1.6% | -1.6% |
| 30D | -3.5% | +0.5% | -4.0% | -4.2% |
| 3M | -19.4% | +1.3% | -20.7% | -20.8% |
| 6M | -21.4% | +2.7% | -24.0% | -24.2% |
| YTD | -7.1% | +3.2% | -10.3% | -11.1% |
| 1Y | +17.8% | +4.9% | +12.9% | +10.3% |
| 3Y | +78.8% | +19.0% | +59.8% | +54.0% |
| 5Y | +83.5% | +26.8% | +56.7% | +51.5% |
| All | +69.0% | +29.3% | +39.8% | +22.8% |
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