+80.1%
CI vs JAAA
+29.3%
+50.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | +0.5% | +0.5% | 0.0% | +0.3% |
| 3M | -5.2% | +1.2% | -6.4% | -5.5% |
| 6M | +4.3% | +2.7% | +1.6% | +3.5% |
| YTD | +2.8% | +3.2% | -0.4% | +1.9% |
| 1Y | -5.8% | +4.8% | -10.6% | -6.9% |
| 3Y | +4.7% | +19.0% | -14.3% | +1.8% |
| 5Y | +42.7% | +26.8% | +15.9% | +38.8% |
| All | +80.1% | +29.3% | +50.8% | +57.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling