+957.8%
CCJ vs JAAA
+29.3%
+928.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -2.9% |
| 7D | -3.2% | +0.1% | -3.3% | -3.4% |
| 30D | -1.3% | +0.4% | -1.8% | -2.3% |
| 3M | +2.5% | +1.2% | +1.3% | -0.4% |
| 6M | -18.9% | +2.7% | -21.5% | -23.9% |
| YTD | +6.5% | +3.2% | +3.3% | -1.0% |
| 1Y | +22.8% | +4.8% | +18.0% | +10.6% |
| 3Y | +164.5% | +19.0% | +145.5% | +105.4% |
| 5Y | +303.7% | +26.8% | +276.9% | +199.2% |
| All | +957.8% | +29.3% | +928.6% | +572.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling