+8.5%
CRCL vs JAAA
+6.4%
+2.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.4% |
| 7D | -12.5% | +0.1% | -12.6% | -14.0% |
| 30D | +26.9% | +0.4% | +26.5% | +15.9% |
| 3M | +14.4% | +1.2% | +13.2% | -12.1% |
| 6M | -23.5% | +2.7% | -26.2% | -57.8% |
| YTD | +13.9% | +3.2% | +10.7% | -43.1% |
| 1Y | -20.6% | +4.8% | -25.4% | -72.2% |
| All | +8.5% | +6.4% | +2.1% | -75.9% |
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