-45.2%
CPB vs JAAA
+29.3%
-74.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.4% |
| 7D | -8.6% | +0.2% | -8.8% | -8.7% |
| 30D | -7.2% | +0.5% | -7.8% | -7.5% |
| 3M | +0.9% | +1.3% | -0.4% | +0.3% |
| 6M | -11.8% | +2.7% | -14.5% | -12.9% |
| YTD | -19.4% | +3.2% | -22.6% | -20.6% |
| 1Y | -30.4% | +4.9% | -35.3% | -32.1% |
| 3Y | -40.2% | +19.0% | -59.1% | -46.4% |
| 5Y | -39.5% | +26.8% | -66.3% | -48.5% |
| All | -45.2% | +29.3% | -74.5% | -55.4% |
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