+2,676.4%
CRS vs JAAA
+29.3%
+2,647.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -3.1% | +0.1% | -3.2% | -3.3% |
| 30D | -19.6% | +0.5% | -20.1% | -20.6% |
| 3M | -8.1% | +1.2% | -9.3% | -11.2% |
| 6M | +18.6% | +2.8% | +15.7% | +9.6% |
| YTD | +45.9% | +3.2% | +42.7% | +33.6% |
| 1Y | +82.5% | +4.8% | +77.6% | +60.1% |
| 3Y | +648.9% | +19.0% | +629.9% | +444.8% |
| 5Y | +1,438.1% | +26.8% | +1,411.3% | +920.9% |
| All | +2,676.4% | +29.3% | +2,647.1% | +1,508.1% |
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