-33.3%
CPB vs JAAA
+27.5%
-60.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.1% | +3.2% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | +19.2% | +0.4% | +18.8% | +19.0% |
| 3M | -0.9% | +1.2% | -2.1% | -1.5% |
| 6M | +15.2% | +2.3% | +12.9% | +14.0% |
| YTD | -13.1% | +4.0% | -17.1% | -14.8% |
| 1Y | -22.4% | +4.8% | -27.2% | -24.3% |
| 3Y | -35.3% | +18.4% | -53.7% | -42.1% |
| All | -33.3% | +27.5% | -60.8% | -44.1% |
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