+275.6%
CCEP vs JAAA
+30.2%
+245.4%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | 0.0% |
| 7D | +5.4% | +0.1% | +5.3% | +5.3% |
| 30D | +12.8% | +0.4% | +12.3% | +12.6% |
| 3M | +10.9% | +1.2% | +9.7% | +10.6% |
| 6M | +25.6% | +2.3% | +23.3% | +24.9% |
| YTD | +31.0% | +3.9% | +27.1% | +29.8% |
| 1Y | +32.3% | +4.8% | +27.5% | +30.8% |
| 3Y | +110.5% | +18.5% | +92.1% | +108.0% |
| 5Y | +141.8% | +27.5% | +114.3% | +140.9% |
| All | +275.6% | +30.2% | +245.4% | +235.8% |
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