-70.0%
CPNG vs JAAA
+27.7%
-97.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.4% |
| 7D | -7.6% | +0.1% | -7.7% | -7.7% |
| 30D | -8.8% | +0.5% | -9.3% | -9.3% |
| 3M | -7.2% | +1.2% | -8.5% | -8.6% |
| 6M | -21.5% | +2.7% | -24.3% | -23.9% |
| YTD | -37.4% | +3.2% | -40.6% | -39.6% |
| 1Y | -54.3% | +4.8% | -59.1% | -56.4% |
| 3Y | -20.3% | +19.0% | -39.3% | -20.2% |
| 5Y | -51.2% | +26.8% | -78.0% | -52.0% |
| All | -70.0% | +27.7% | -97.7% | -71.2% |
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