-49.3%
CCI vs JAAA
+26.5%
-75.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.3% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | +2.2% | +0.5% | +1.7% | +1.8% |
| 3M | -16.9% | +1.3% | -18.1% | -17.7% |
| 6M | -11.5% | +2.8% | -14.3% | -13.4% |
| YTD | -12.8% | +3.3% | -16.1% | -15.0% |
| 1Y | -17.1% | +4.9% | -22.0% | -20.1% |
| 3Y | -9.6% | +19.0% | -28.6% | -19.4% |
| All | -49.3% | +26.5% | -75.8% | -56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling