+221.5%
CSCO vs JAAA
+29.3%
+192.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | -10.8% | +0.4% | -11.2% | -11.2% |
| 3M | -9.2% | +1.2% | -10.4% | -10.3% |
| 6M | +39.5% | +2.7% | +36.9% | +36.1% |
| YTD | +41.5% | +3.2% | +38.3% | +37.4% |
| 1Y | +61.0% | +4.8% | +56.1% | +54.1% |
| 3Y | +105.2% | +19.0% | +86.2% | +91.3% |
| 5Y | +113.4% | +26.8% | +86.6% | +97.7% |
| All | +221.5% | +29.3% | +192.2% | +174.0% |
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