+105.1%
CTVA vs JAAA
+26.5%
+78.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -4.5% | +0.1% | -4.6% | -4.6% |
| 30D | +11.3% | +0.5% | +10.8% | +10.8% |
| 3M | +12.3% | +1.3% | +11.0% | +11.2% |
| 6M | +7.2% | +2.8% | +4.4% | +4.8% |
| YTD | +26.0% | +3.3% | +22.7% | +22.7% |
| 1Y | +16.0% | +4.9% | +11.1% | +11.6% |
| 3Y | +73.9% | +19.0% | +54.9% | +64.2% |
| All | +105.1% | +26.5% | +78.6% | +97.2% |
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 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