+269.8%
CORZ vs JAAA
+16.7%
+253.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | 0.0% | +8.2% | +8.2% |
| 7D | +1.7% | +0.1% | +1.7% | +1.1% |
| 30D | -17.5% | +0.4% | -17.8% | -20.9% |
| 3M | -39.5% | +1.1% | -40.6% | -46.6% |
| 6M | -44.5% | +2.3% | -46.8% | -56.8% |
| YTD | -12.6% | +3.9% | -16.5% | -42.6% |
| 1Y | -37.0% | +4.8% | -41.8% | -62.3% |
| All | +269.8% | +16.7% | +253.1% | +23.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling