+173.6%
CTVA vs JAAA
+29.3%
+144.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | +12.0% | +0.5% | +11.6% | +11.6% |
| 3M | +13.5% | +1.2% | +12.3% | +12.2% |
| 6M | +12.1% | +2.8% | +9.3% | +9.3% |
| YTD | +29.0% | +3.2% | +25.8% | +25.4% |
| 1Y | +18.9% | +4.8% | +14.0% | +13.8% |
| 3Y | +78.9% | +19.0% | +59.9% | +63.8% |
| 5Y | +105.2% | +26.8% | +78.4% | +85.4% |
| All | +173.6% | +29.3% | +144.4% | +123.9% |
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