+63.4%
CCL vs JAAA
+29.4%
+34.0%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.2% | +1.0% |
| 7D | -3.2% | +0.1% | -3.3% | -3.5% |
| 30D | -17.8% | +0.5% | -18.3% | -19.4% |
| 3M | -18.7% | +1.3% | -19.9% | -22.3% |
| 6M | -11.4% | +2.8% | -14.2% | -19.7% |
| YTD | -24.3% | +3.3% | -27.6% | -32.4% |
| 1Y | -28.8% | +4.9% | -33.7% | -39.7% |
| 3Y | +49.3% | +19.0% | +30.4% | +2.0% |
| 5Y | +1.6% | +26.9% | -25.3% | -37.0% |
| All | +63.4% | +29.4% | +34.0% | -4.1% |
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 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