-24.8%
CCL vs JAAA
+4.9%
-29.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | -0.7% |
| 7D | -5.0% | +0.2% | -5.2% | -6.8% |
| 30D | -20.3% | +0.5% | -20.9% | -24.9% |
| 3M | -15.1% | +1.3% | -16.4% | -26.4% |
| 6M | -15.1% | +2.7% | -17.8% | -36.4% |
| YTD | -21.8% | +3.2% | -25.0% | -42.0% |
| 1Y | -24.8% | +4.9% | -29.7% | -45.7% |
| All | -24.8% | +4.9% | -29.7% | -45.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling