-58.4%
CSGP vs JAAA
+18.6%
-77.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +13.9% | +0.2% | +13.7% | +13.1% |
| 30D | +16.0% | +0.4% | +15.6% | +13.9% |
| 3M | +6.1% | +1.2% | +4.9% | +0.7% |
| 6M | -8.2% | +2.3% | -10.5% | -16.9% |
| YTD | -52.3% | +3.9% | -56.2% | -59.6% |
| 1Y | -54.5% | +4.8% | -59.3% | -62.9% |
| All | -58.4% | +18.6% | -77.0% | -71.7% |
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