-3.1%
CMG vs JAAA
+26.5%
-29.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | 0.0% |
| 7D | -2.1% | +0.1% | -2.1% | -2.2% |
| 30D | +10.9% | +0.5% | +10.4% | +9.7% |
| 3M | +15.8% | +1.3% | +14.6% | +13.0% |
| 6M | +6.9% | +2.8% | +4.2% | +1.4% |
| YTD | -2.2% | +3.3% | -5.4% | -7.9% |
| 1Y | -7.1% | +4.9% | -12.0% | -14.9% |
| 3Y | -7.1% | +19.0% | -26.1% | -26.2% |
| All | -3.1% | +26.5% | -29.6% | -30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling