+187.3%
CSCO vs JAAA
+30.3%
+157.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | 0.0% | -6.3% | -6.3% |
| 7D | +1.9% | +0.1% | +1.8% | +1.8% |
| 30D | -15.8% | +0.4% | -16.3% | -16.2% |
| 3M | -15.4% | +1.2% | -16.6% | -16.4% |
| 6M | -5.4% | +2.3% | -7.7% | -7.5% |
| YTD | +26.5% | +4.0% | +22.5% | +21.9% |
| 1Y | +25.9% | +4.8% | +21.1% | +20.4% |
| 3Y | +97.5% | +18.4% | +79.1% | +83.0% |
| 5Y | +93.0% | +27.5% | +65.5% | +77.7% |
| All | +187.3% | +30.3% | +157.0% | +143.0% |
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 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