+53.1%
CHRW vs JAAA
+30.2%
+22.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.9% |
| 6M | -20.7% | +2.3% | -23.0% | -23.3% |
| YTD | -15.9% | +4.0% | -19.8% | -20.3% |
| 1Y | -9.9% | +4.8% | -14.7% | -15.5% |
| 3Y | +79.0% | +18.5% | +60.5% | +53.6% |
| 5Y | +61.3% | +27.5% | +33.8% | +32.4% |
| All | +53.1% | +30.2% | +22.9% | +10.1% |
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