+579.5%
CEG vs JAAA
+27.4%
+552.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.5% |
| 7D | +11.8% | +0.1% | +11.7% | +11.4% |
| 30D | -6.5% | +0.4% | -6.9% | -7.9% |
| 3M | -1.2% | +1.2% | -2.3% | -5.3% |
| 6M | -8.0% | +2.3% | -10.4% | -15.5% |
| YTD | -21.9% | +4.0% | -25.8% | -32.2% |
| 1Y | -21.4% | +4.8% | -26.2% | -33.8% |
| 3Y | +130.0% | +18.5% | +111.5% | +51.1% |
| All | +579.5% | +27.4% | +552.2% | +318.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling