+23.2%
CNI vs JAAA
+29.3%
-6.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.8% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | -2.1% | +0.5% | -2.6% | -2.6% |
| 3M | +1.8% | +1.2% | +0.6% | +0.5% |
| 6M | +14.8% | +2.7% | +12.1% | +11.7% |
| YTD | +25.4% | +3.2% | +22.2% | +21.4% |
| 1Y | +32.9% | +4.8% | +28.1% | +26.7% |
| 3Y | +20.2% | +19.0% | +1.2% | +5.4% |
| 5Y | +12.2% | +26.8% | -14.6% | -4.6% |
| All | +23.2% | +29.3% | -6.1% | -3.5% |
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 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