+103.0%
CSX vs JAAA
+29.3%
+73.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.7% |
| 7D | -3.4% | +0.2% | -3.6% | -3.7% |
| 30D | -3.1% | +0.5% | -3.6% | -3.9% |
| 3M | +7.2% | +1.3% | +5.9% | +5.1% |
| 6M | +16.2% | +2.7% | +13.5% | +11.5% |
| YTD | +37.5% | +3.2% | +34.4% | +31.0% |
| 1Y | +53.2% | +4.9% | +48.3% | +42.3% |
| 3Y | +68.2% | +19.0% | +49.2% | +39.3% |
| 5Y | +65.2% | +26.8% | +38.4% | +31.1% |
| All | +103.0% | +29.3% | +73.7% | +47.1% |
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