-38.1%
CPB vs JAAA
+26.7%
-64.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -8.2% | +0.1% | -8.3% | -8.3% |
| 30D | -5.6% | +0.5% | -6.0% | -5.8% |
| 3M | +3.0% | +1.2% | +1.8% | +2.4% |
| 6M | -12.7% | +2.8% | -15.6% | -13.9% |
| YTD | -18.0% | +3.2% | -21.2% | -19.2% |
| 1Y | -31.7% | +4.8% | -36.6% | -33.5% |
| 3Y | -41.0% | +19.0% | -59.9% | -47.4% |
| All | -38.1% | +26.7% | -64.8% | -47.3% |
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