+69.1%
CPAY vs JAAA
+29.3%
+39.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -2.7% | +0.1% | -2.8% | -2.9% |
| 30D | +0.6% | +0.4% | +0.1% | -0.7% |
| 3M | +17.0% | +1.2% | +15.8% | +13.0% |
| 6M | +24.1% | +2.7% | +21.5% | +15.1% |
| YTD | +35.7% | +3.2% | +32.6% | +24.1% |
| 1Y | +34.0% | +4.8% | +29.2% | +17.2% |
| 3Y | +50.3% | +19.0% | +31.3% | +9.0% |
| 5Y | +56.7% | +26.8% | +29.9% | +3.6% |
| All | +69.1% | +29.3% | +39.8% | -5.4% |
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