+28.9%
CORZ vs JAAA
+4.8%
+24.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.7% |
| 7D | +16.6% | +0.1% | +16.5% | +15.5% |
| 30D | -10.9% | +0.5% | -11.3% | -14.7% |
| 3M | -31.0% | +1.2% | -32.2% | -39.9% |
| 6M | +26.0% | +2.8% | +23.2% | -12.6% |
| YTD | +28.6% | +3.2% | +25.5% | -8.9% |
| All | +28.9% | +4.8% | +24.1% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling