+121.5%
CNH vs JAAA
+29.3%
+92.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +4.0% | +3.9% |
| 7D | +23.3% | +0.2% | +23.1% | +23.0% |
| 30D | +33.5% | +0.5% | +32.9% | +32.4% |
| 3M | +32.7% | +1.3% | +31.5% | +30.3% |
| 6M | +22.2% | +2.7% | +19.5% | +17.6% |
| YTD | +57.7% | +3.2% | +54.5% | +50.8% |
| 1Y | +28.0% | +4.9% | +23.1% | +19.6% |
| 3Y | +11.5% | +19.0% | -7.5% | -3.8% |
| 5Y | +11.9% | +26.8% | -14.9% | -9.7% |
| All | +121.5% | +29.3% | +92.2% | +63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling