+122.1%
CNP vs JAAA
+29.3%
+92.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | +1.1% | +0.2% | +0.9% | +0.9% |
| 30D | -1.8% | +0.5% | -2.4% | -2.3% |
| 3M | -4.6% | +1.3% | -5.9% | -5.8% |
| 6M | -8.8% | +2.7% | -11.5% | -11.1% |
| YTD | +5.2% | +3.2% | +2.1% | +2.1% |
| 1Y | +8.3% | +4.9% | +3.4% | +3.3% |
| 3Y | +54.9% | +19.0% | +35.9% | +33.1% |
| 5Y | +73.5% | +26.8% | +46.7% | +40.0% |
| All | +122.1% | +29.3% | +92.8% | +58.8% |
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