+115.2%
CSX vs JAAA
+30.2%
+85.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +3.1% | +0.1% | +3.0% | +2.9% |
| 30D | +9.7% | +0.4% | +9.3% | +9.0% |
| 3M | +4.9% | +1.2% | +3.7% | +2.9% |
| 6M | +18.4% | +2.3% | +16.1% | +14.2% |
| YTD | +45.9% | +4.0% | +41.9% | +37.3% |
| 1Y | +50.0% | +4.8% | +45.2% | +39.4% |
| 3Y | +78.0% | +18.5% | +59.5% | +47.0% |
| 5Y | +59.2% | +27.5% | +31.7% | +25.3% |
| All | +115.2% | +30.2% | +85.0% | +54.1% |
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