+114.8%
CSCO vs JAAA
+26.7%
+88.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | -10.7% | +0.5% | -11.2% | -11.1% |
| 3M | -8.7% | +1.2% | -10.0% | -9.9% |
| 6M | +44.9% | +2.7% | +42.2% | +41.1% |
| YTD | +44.1% | +3.2% | +40.9% | +39.7% |
| 1Y | +65.9% | +4.8% | +61.1% | +58.4% |
| 3Y | +109.0% | +19.0% | +90.0% | +95.3% |
| 5Y | +114.8% | +26.8% | +88.0% | +98.0% |
| All | +114.8% | +26.7% | +88.1% | +98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling