+10.7%
CNH vs JAAA
+26.7%
-16.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | +8.8% | +0.1% | +8.7% | +8.6% |
| 30D | +24.7% | +0.5% | +24.2% | +23.8% |
| 3M | +27.3% | +1.2% | +26.1% | +25.1% |
| 6M | +23.2% | +2.8% | +20.3% | +18.3% |
| YTD | +48.9% | +3.2% | +45.8% | +42.4% |
| 1Y | +19.4% | +4.8% | +14.6% | +11.7% |
| 3Y | +7.8% | +19.0% | -11.2% | -5.6% |
| All | +10.7% | +26.7% | -16.0% | -8.5% |
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