+53.9%
CHRW vs JAAA
+30.3%
+23.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | 0.0% |
| 7D | +7.3% | +0.1% | +7.2% | +7.1% |
| 30D | -3.6% | +0.4% | -4.0% | -4.2% |
| 3M | -9.6% | +1.2% | -10.8% | -11.1% |
| 6M | -17.0% | +2.3% | -19.3% | -19.6% |
| YTD | -15.4% | +4.0% | -19.4% | -19.9% |
| 1Y | -10.0% | +4.8% | -14.8% | -15.6% |
| 3Y | +82.2% | +18.4% | +63.7% | +56.4% |
| 5Y | +59.4% | +27.5% | +31.8% | +30.8% |
| All | +53.9% | +30.3% | +23.7% | +10.6% |
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