+639.5%
CEG vs JAAA
+26.4%
+613.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.8% | +4.6% |
| 7D | +8.0% | +0.2% | +7.9% | +7.4% |
| 30D | +12.9% | +0.5% | +12.4% | +10.8% |
| 3M | +13.2% | +1.3% | +11.9% | +8.1% |
| 6M | -7.0% | +2.7% | -9.7% | -15.4% |
| YTD | -15.0% | +3.2% | -18.2% | -24.1% |
| 1Y | -2.7% | +4.9% | -7.7% | -18.3% |
| 3Y | +184.1% | +19.0% | +165.1% | +89.0% |
| All | +639.5% | +26.4% | +613.0% | +367.8% |
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