+11.8%
CRM vs JAAA
+19.0%
-7.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.9% | +1.5% |
| 7D | -4.4% | +0.1% | -4.5% | -4.8% |
| 30D | +28.1% | +0.5% | +27.6% | +24.9% |
| 3M | +48.8% | +1.3% | +47.6% | +40.2% |
| 6M | +28.3% | +2.8% | +25.5% | +12.8% |
| YTD | -6.0% | +3.3% | -9.3% | -19.0% |
| 1Y | +1.4% | +4.9% | -3.5% | -18.8% |
| 3Y | +11.8% | +19.0% | -7.1% | -30.9% |
| All | +11.8% | +19.0% | -7.1% | -30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling