+145.2%
CCL vs JAAA
+18.5%
+126.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.4% |
| 7D | -1.5% | +0.1% | -1.6% | -2.4% |
| 30D | +16.5% | +0.4% | +16.0% | +12.2% |
| 3M | +11.2% | +1.2% | +10.0% | -0.5% |
| 6M | +22.6% | +2.3% | +20.2% | -1.4% |
| YTD | +2.6% | +4.0% | -1.4% | -28.4% |
| 1Y | +17.0% | +4.8% | +12.2% | -23.9% |
| All | +145.2% | +18.5% | +126.7% | -0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling