+84.1%
CNH vs JAAA
+30.2%
+53.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | +6.4% | +0.1% | +6.3% | +6.2% |
| 30D | -1.6% | +0.4% | -2.1% | -2.3% |
| 3M | +11.6% | +1.2% | +10.4% | +9.6% |
| 6M | +12.5% | +2.3% | +10.2% | +8.8% |
| YTD | +31.1% | +4.0% | +27.1% | +23.9% |
| 1Y | +17.0% | +4.8% | +12.2% | +9.4% |
| 3Y | +28.7% | +18.5% | +10.2% | +10.4% |
| 5Y | -17.4% | +27.5% | -44.9% | -33.9% |
| All | +84.1% | +30.2% | +53.8% | +34.7% |
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