-62.8%
CSGP vs JAAA
+18.9%
-81.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.8% |
| 7D | -4.1% | +0.2% | -4.2% | -4.8% |
| 30D | +2.3% | +0.5% | +1.8% | +0.1% |
| 3M | -8.2% | +1.3% | -9.4% | -12.7% |
| 6M | -35.1% | +2.7% | -37.7% | -41.7% |
| YTD | -54.0% | +3.2% | -57.2% | -59.5% |
| 1Y | -65.3% | +4.9% | -70.2% | -71.4% |
| All | -62.8% | +18.9% | -81.7% | -67.4% |
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