+24.1%
CMS vs JAAA
+26.4%
-2.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | -3.2% | +0.5% | -3.6% | -3.4% |
| 3M | -2.2% | +1.2% | -3.4% | -2.8% |
| 6M | -9.4% | +2.8% | -12.3% | -10.7% |
| YTD | +0.7% | +3.2% | -2.5% | -0.9% |
| 1Y | +0.4% | +4.8% | -4.5% | -2.1% |
| 3Y | +35.2% | +19.0% | +16.2% | +24.2% |
| 5Y | +24.1% | +26.8% | -2.7% | +8.2% |
| All | +24.1% | +26.4% | -2.3% | +8.2% |
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