+130.6%
CNP vs JAAA
+30.3%
+100.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.5% |
| 7D | +1.3% | +0.1% | +1.2% | +1.2% |
| 30D | +3.8% | +0.4% | +3.4% | +3.4% |
| 3M | +2.4% | +1.2% | +1.2% | +1.2% |
| 6M | -1.2% | +2.3% | -3.5% | -3.4% |
| YTD | +9.3% | +4.0% | +5.3% | +5.2% |
| 1Y | +6.4% | +4.8% | +1.6% | +1.6% |
| 3Y | +66.4% | +18.4% | +47.9% | +43.3% |
| 5Y | +75.7% | +27.5% | +48.2% | +41.5% |
| All | +130.6% | +30.3% | +100.3% | +63.6% |
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 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