+68.8%
CCL vs JAAA
+29.3%
+39.5%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | -0.2% |
| 7D | -5.0% | +0.2% | -5.2% | -5.7% |
| 30D | -20.3% | +0.5% | -20.9% | -21.9% |
| 3M | -15.1% | +1.3% | -16.4% | -18.9% |
| 6M | -15.1% | +2.7% | -17.8% | -22.7% |
| YTD | -21.8% | +3.2% | -25.0% | -29.9% |
| 1Y | -24.8% | +4.9% | -29.7% | -36.3% |
| 3Y | +51.9% | +19.0% | +32.9% | +3.8% |
| 5Y | +4.0% | +26.8% | -22.8% | -35.3% |
| All | +68.8% | +29.3% | +39.5% | -0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling