-20.0%
CPNG vs JAAA
+19.0%
-39.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +2.6% |
| 7D | -1.1% | +0.1% | -1.2% | -1.5% |
| 30D | -7.4% | +0.5% | -7.9% | -10.1% |
| 3M | -12.3% | +1.3% | -13.6% | -18.4% |
| 6M | -19.4% | +2.8% | -22.2% | -31.0% |
| YTD | -35.9% | +3.3% | -39.2% | -46.2% |
| 1Y | -53.4% | +4.9% | -58.3% | -63.8% |
| 3Y | -20.0% | +19.0% | -39.0% | -45.3% |
| All | -20.0% | +19.0% | -39.0% | -45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling