+10.9%
CMG vs JAAA
+4.8%
+6.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.8% | +5.8% |
| 7D | +22.5% | +0.2% | +22.4% | +20.6% |
| 30D | +14.1% | +0.4% | +13.7% | +9.0% |
| 3M | +4.1% | +1.2% | +2.9% | -8.8% |
| 6M | +10.1% | +2.3% | +7.7% | -14.5% |
| YTD | -4.9% | +3.9% | -8.7% | -32.7% |
| 1Y | +10.9% | +4.8% | +6.1% | -23.4% |
| All | +10.9% | +4.8% | +6.1% | -23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling